Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,839 CHF | 57,589 CHF | 99.00% | 99.00% |
12/07/2024 | 1.42% | 0.77 CHF | 0.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,453 CHF | 53,203 CHF | 98.83% | 98.83% |
11/07/2024 | 1.21% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 61,663 CHF | 62,413 CHF | 97.99% | 97.99% |
10/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 57,672 CHF | 58,422 CHF | 95.14% | 95.14% |
09/07/2024 | 1.31% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 56,760 CHF | 57,510 CHF | 98.70% | 98.70% |
08/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 59,125 CHF | 59,875 CHF | 98.59% | 98.59% |
05/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 52,902 CHF | 53,652 CHF | 99.17% | 99.17% |
04/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 75,000 | 75,000 | 75,517 | 75,517 | 52,913 CHF | 53,668 CHF | 99.18% | 99.18% |
03/07/2024 | 1.64% | 0.65 CHF | 0.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,627 CHF | 61,627 CHF | 98.45% | 98.45% |
02/07/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 53,713 CHF | 54,713 CHF | 98.84% | 98.84% |