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 | 0.58% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,252 CHF | 85,752 CHF | 99.73% | 99.73% |
12/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,922 CHF | 86,422 CHF | 99.01% | 99.01% |
11/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,965 CHF | 87,465 CHF | 99.08% | 99.08% |
10/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,115 CHF | 85,615 CHF | 100.00% | 100.00% |
09/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,467 CHF | 83,967 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,066 CHF | 85,566 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,933 CHF | 84,433 CHF | 98.86% | 98.86% |
04/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,484 CHF | 83,984 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,118 CHF | 81,618 CHF | 99.82% | 99.82% |
02/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,150 CHF | 81,650 CHF | 100.00% | 100.00% |