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 | 0.49% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 34,559 | 30,698 | 70,672 CHF | 63,091 CHF | 94.51% | 94.51% |
12/07/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 34,393 | 30,491 | 67,007 CHF | 59,765 CHF | 97.88% | 97.88% |
11/07/2024 | 0.50% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 34,360 | 30,450 | 68,522 CHF | 60,951 CHF | 99.22% | 99.22% |
10/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 34,524 | 30,655 | 67,887 CHF | 60,626 CHF | 95.64% | 95.64% |
09/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 34,343 | 30,429 | 66,381 CHF | 59,122 CHF | 99.64% | 99.64% |
08/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 34,344 | 30,430 | 65,410 CHF | 58,209 CHF | 99.65% | 99.65% |
05/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 34,545 | 30,682 | 63,415 CHF | 56,690 CHF | 95.23% | 95.23% |
04/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,568 CHF | 45,724 CHF | 88.73% | 88.73% |
03/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 34,343 | 30,429 | 61,749 CHF | 55,025 CHF | 99.65% | 99.65% |
02/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 34,338 | 30,423 | 59,954 CHF | 53,480 CHF | 99.61% | 99.61% |