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 | 0.58% | 1.81 CHF | 1.82 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 129,324 CHF | 130,074 CHF | 98.67% | 98.67% |
12/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,108 CHF | 130,858 CHF | 99.25% | 99.25% |
11/07/2024 | 0.51% | 1.78 CHF | 1.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 145,789 CHF | 146,539 CHF | 98.20% | 98.20% |
10/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,295 CHF | 145,045 CHF | 99.02% | 99.02% |
09/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,960 CHF | 144,710 CHF | 97.75% | 97.75% |
08/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,374 CHF | 145,124 CHF | 98.89% | 98.89% |
05/07/2024 | 0.55% | 1.94 CHF | 1.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,917 CHF | 136,667 CHF | 99.23% | 99.23% |
04/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,637 CHF | 133,387 CHF | 99.23% | 99.23% |
03/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 130,415 CHF | 131,165 CHF | 99.21% | 99.21% |
02/07/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 121,386 CHF | 122,136 CHF | 99.16% | 99.16% |