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 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 34,575 | 30,719 | 60,256 CHF | 53,848 CHF | 94.62% | 94.62% |
12/07/2024 | 0.61% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 42,208 | 30,521 | 69,340 CHF | 50,581 CHF | 98.03% | 98.03% |
11/07/2024 | 0.59% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 34,360 | 30,450 | 58,084 CHF | 51,704 CHF | 99.21% | 99.21% |
10/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 42,263 | 30,657 | 70,215 CHF | 51,335 CHF | 95.66% | 95.66% |
09/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 42,172 | 30,429 | 68,701 CHF | 49,883 CHF | 99.65% | 99.65% |
08/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 42,170 | 30,426 | 67,675 CHF | 49,009 CHF | 99.64% | 99.64% |
05/07/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 42,273 | 30,683 | 64,714 CHF | 47,425 CHF | 95.24% | 95.24% |
04/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 60,461 CHF | 38,038 CHF | 94.10% | 94.10% |
03/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 42,172 | 30,431 | 62,981 CHF | 45,776 CHF | 99.66% | 99.66% |
02/07/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 42,172 | 30,430 | 60,657 CHF | 44,213 CHF | 99.66% | 99.66% |