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 | 0.56% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,175 CHF | 89,675 CHF | 99.73% | 99.73% |
12/07/2024 | 0.66% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,952 CHF | 91,551 CHF | 99.01% | 99.01% |
11/07/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,170 CHF | 92,670 CHF | 99.09% | 99.09% |
10/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,557 CHF | 91,057 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,301 CHF | 92,845 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 1.87 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,678 CHF | 94,263 CHF | 100.00% | 100.00% |
05/07/2024 | 0.65% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,164 CHF | 89,748 CHF | 98.86% | 98.86% |
04/07/2024 | 0.60% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,976 CHF | 87,502 CHF | 100.00% | 100.00% |
03/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,183 CHF | 86,683 CHF | 99.82% | 99.82% |
02/07/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,224 CHF | 85,724 CHF | 100.00% | 100.00% |