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 | 1.85% | 0.57 CHF | 0.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 40,250 CHF | 41,000 CHF | 98.65% | 98.65% |
12/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 40,529 CHF | 41,279 CHF | 99.26% | 99.26% |
11/07/2024 | 1.59% | 0.56 CHF | 0.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 46,780 CHF | 47,530 CHF | 98.20% | 98.20% |
10/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 46,196 CHF | 46,946 CHF | 99.01% | 99.01% |
09/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 46,055 CHF | 46,805 CHF | 97.75% | 97.75% |
08/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 46,260 CHF | 47,010 CHF | 98.89% | 98.89% |
05/07/2024 | 1.74% | 0.62 CHF | 0.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 42,843 CHF | 43,593 CHF | 99.21% | 99.21% |
04/07/2024 | 1.79% | 0.56 CHF | 0.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 41,510 CHF | 42,260 CHF | 99.23% | 99.23% |
03/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 40,614 CHF | 41,364 CHF | 99.22% | 99.22% |
02/07/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 36,952 CHF | 37,702 CHF | 99.20% | 99.20% |