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 | 0.50% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 96,385 CHF | 96,867 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 97,704 CHF | 98,182 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 49,000 | 49,000 | 47,713 | 47,713 | 97,973 CHF | 98,450 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 48,767 | 48,767 | 95,918 CHF | 96,405 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 97,640 CHF | 98,127 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 96,125 CHF | 96,612 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 99,301 CHF | 99,780 CHF | 99.81% | 99.81% |
04/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 102,822 CHF | 103,299 CHF | 99.49% | 99.49% |
03/07/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 99,876 CHF | 100,355 CHF | 99.35% | 99.35% |
02/07/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 51,000 | 51,000 | 49,538 | 49,538 | 96,004 CHF | 96,499 CHF | 100.00% | 100.00% |