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 | 0.59% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,993 CHF | 84,493 CHF | 99.72% | 99.72% |
12/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,870 CHF | 86,370 CHF | 99.01% | 99.01% |
11/07/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,986 CHF | 87,486 CHF | 99.09% | 99.09% |
10/07/2024 | 0.72% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,413 CHF | 86,030 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,266 CHF | 87,766 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,642 CHF | 89,142 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,008 CHF | 84,602 CHF | 98.86% | 98.86% |
04/07/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,848 CHF | 82,348 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,058 CHF | 81,558 CHF | 99.82% | 99.82% |
02/07/2024 | 0.75% | 1.63 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,086 CHF | 80,690 CHF | 100.00% | 100.00% |