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 | 0.78% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,585 CHF | 64,085 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,075 CHF | 63,575 CHF | 99.77% | 99.77% |
11/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,212 CHF | 62,712 CHF | 100.00% | 100.00% |
10/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,607 CHF | 63,107 CHF | 94.71% | 94.71% |
09/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,994 CHF | 63,494 CHF | 99.67% | 99.67% |
08/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,456 CHF | 62,956 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,925 CHF | 62,425 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,756 CHF | 62,256 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,969 CHF | 62,469 CHF | 99.33% | 99.33% |
02/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,312 CHF | 63,812 CHF | 99.62% | 99.62% |