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 | 1.05% | 2.93 CHF | 2.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,263 CHF | 147,802 CHF | 98.73% | 98.73% |
12/07/2024 | 1.08% | 2.89 CHF | 2.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,532 CHF | 143,065 CHF | 99.38% | 99.38% |
11/07/2024 | 1.10% | 2.80 CHF | 2.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,715 CHF | 139,237 CHF | 95.04% | 95.04% |
10/07/2024 | 1.14% | 2.67 CHF | 2.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,006 CHF | 133,513 CHF | 99.42% | 99.42% |
09/07/2024 | 1.44% | 2.66 CHF | 2.70 CHF | 25,000 | 25,000 | 26,552 | 26,552 | 72,298 CHF | 73,330 CHF | 97.84% | 97.84% |
08/07/2024 | 0.80% | 2.73 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,920 CHF | 137,015 CHF | 97.89% | 97.89% |
05/07/2024 | 0.84% | 2.59 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,534 CHF | 133,655 CHF | 99.52% | 99.52% |
04/07/2024 | 0.83% | 2.64 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,029 CHF | 132,115 CHF | 98.25% | 98.25% |
03/07/2024 | 0.87% | 2.54 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,206 CHF | 126,293 CHF | 97.39% | 97.39% |
02/07/2024 | 0.90% | 2.43 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,264 CHF | 120,347 CHF | 93.48% | 93.48% |