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% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 83,334 CHF | 83,816 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 84,801 CHF | 85,278 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 49,000 | 49,000 | 47,713 | 47,713 | 85,136 CHF | 85,613 CHF | 100.00% | 100.00% |
10/07/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 48,767 | 48,767 | 82,849 CHF | 83,337 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 84,603 CHF | 85,090 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 83,143 CHF | 83,630 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 86,493 CHF | 86,972 CHF | 99.81% | 99.81% |
04/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 90,025 CHF | 90,502 CHF | 99.49% | 99.49% |
03/07/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 87,033 CHF | 87,512 CHF | 99.35% | 99.35% |
02/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 51,000 | 51,000 | 49,538 | 49,538 | 82,798 CHF | 83,294 CHF | 100.00% | 100.00% |