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 | 0.63% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 76,017 CHF | 76,499 CHF | 100.00% | 100.00% |
12/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 77,572 CHF | 78,049 CHF | 100.00% | 100.00% |
11/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 49,000 | 49,000 | 47,715 | 47,715 | 77,904 CHF | 78,381 CHF | 100.00% | 100.00% |
10/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 75,501 CHF | 75,989 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 77,236 CHF | 77,722 CHF | 100.00% | 100.00% |
08/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 75,769 CHF | 76,256 CHF | 100.00% | 100.00% |
05/07/2024 | 0.60% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 79,292 CHF | 79,771 CHF | 99.82% | 99.82% |
04/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 82,869 CHF | 83,347 CHF | 99.50% | 99.50% |
03/07/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 79,844 CHF | 80,323 CHF | 99.35% | 99.35% |
02/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 51,000 | 51,000 | 49,538 | 49,538 | 75,372 CHF | 75,867 CHF | 100.00% | 100.00% |