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 | 0.50% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 34,575 | 30,719 | 68,483 CHF | 61,158 CHF | 94.62% | 94.62% |
12/07/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 34,416 | 30,520 | 64,817 CHF | 57,840 CHF | 98.03% | 98.03% |
11/07/2024 | 0.52% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 34,354 | 30,443 | 66,263 CHF | 58,947 CHF | 99.18% | 99.18% |
10/07/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 34,525 | 30,656 | 65,685 CHF | 58,669 CHF | 95.65% | 95.65% |
09/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 64,124 CHF | 57,124 CHF | 99.65% | 99.65% |
08/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 63,199 CHF | 56,252 CHF | 99.66% | 99.66% |
05/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 34,546 | 30,683 | 61,211 CHF | 54,732 CHF | 95.24% | 95.24% |
04/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 52,536 CHF | 44,030 CHF | 94.10% | 94.10% |
03/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 59,532 CHF | 53,061 CHF | 99.66% | 99.66% |
02/07/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 37,694 | 30,430 | 63,279 CHF | 51,503 CHF | 99.66% | 99.66% |