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 | 0.81% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,640 CHF | 93,390 CHF | 98.71% | 98.71% |
12/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,708 CHF | 94,458 CHF | 98.47% | 98.47% |
11/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 92,593 CHF | 93,343 CHF | 99.08% | 99.08% |
10/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,601 CHF | 91,351 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 113,543 CHF | 114,543 CHF | 98.75% | 98.75% |
08/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,801 CHF | 111,801 CHF | 100.00% | 100.00% |
05/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 110,463 CHF | 111,463 CHF | 98.97% | 98.97% |
04/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 109,208 CHF | 110,208 CHF | 100.00% | 100.00% |
03/07/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 106,269 CHF | 107,269 CHF | 97.93% | 97.93% |
02/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 105,670 CHF | 106,670 CHF | 100.00% | 100.00% |