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 | 0.76% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,405 CHF | 65,905 CHF | 98.52% | 98.52% |
12/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,997 CHF | 65,497 CHF | 99.38% | 99.38% |
11/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,954 CHF | 65,454 CHF | 99.15% | 99.15% |
10/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,349 CHF | 62,849 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,228 CHF | 62,728 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,063 CHF | 62,563 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,601 CHF | 62,101 CHF | 99.62% | 99.62% |
04/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,648 CHF | 62,148 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,864 CHF | 60,364 CHF | 99.73% | 99.73% |
02/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,286 CHF | 58,786 CHF | 100.00% | 100.00% |