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% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,467 CHF | 65,967 CHF | 99.39% | 99.39% |
12/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,606 CHF | 75,106 CHF | 99.09% | 99.09% |
11/07/2024 | 0.71% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,998 CHF | 70,498 CHF | 98.60% | 98.60% |
10/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 65,902 CHF | 66,401 CHF | 95.46% | 95.46% |
09/07/2024 | 0.75% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,156 CHF | 66,656 CHF | 99.05% | 99.05% |
08/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,795 CHF | 68,295 CHF | 99.24% | 99.24% |
05/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,681 CHF | 70,181 CHF | 99.39% | 99.39% |
04/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,518 CHF | 65,018 CHF | 99.39% | 99.39% |
03/07/2024 | 0.85% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,607 CHF | 59,107 CHF | 98.63% | 98.63% |
02/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,423 CHF | 59,923 CHF | 99.04% | 99.04% |