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 | 0.58% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,909 CHF | 86,409 CHF | 100.00% | 100.00% |
12/07/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,373 CHF | 92,873 CHF | 99.67% | 99.67% |
11/07/2024 | 0.59% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,877 CHF | 85,377 CHF | 86.34% | 86.34% |
10/07/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,245 CHF | 78,745 CHF | 96.09% | 96.09% |
09/07/2024 | 0.64% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,398 CHF | 78,898 CHF | 99.67% | 99.67% |
08/07/2024 | 0.58% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,713 CHF | 86,213 CHF | 99.85% | 99.85% |
05/07/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,355 CHF | 92,855 CHF | 100.00% | 100.00% |
04/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,332 CHF | 91,832 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,332 CHF | 91,832 CHF | 99.25% | 99.25% |
02/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,685 CHF | 86,185 CHF | 99.68% | 99.68% |