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 | 0.53% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,774 CHF | 95,274 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,113 CHF | 96,613 CHF | 99.99% | 99.99% |
11/07/2024 | 0.53% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,896 CHF | 95,396 CHF | 71.52% | 71.52% |
10/07/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,213 CHF | 97,713 CHF | 99.38% | 99.38% |
09/07/2024 | 0.53% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,887 CHF | 95,387 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,677 CHF | 89,177 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,345 CHF | 87,845 CHF | 99.99% | 99.99% |
04/07/2024 | 0.56% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,053 CHF | 89,553 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,187 CHF | 94,687 CHF | 99.99% | 99.99% |
02/07/2024 | 0.50% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,422 CHF | 99,922 CHF | 99.94% | 99.94% |