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 | 0.77% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,340 CHF | 64,840 CHF | 99.71% | 99.71% |
12/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,180 CHF | 65,680 CHF | 99.01% | 99.01% |
11/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,113 CHF | 66,613 CHF | 99.08% | 99.08% |
10/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,297 CHF | 64,797 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,572 CHF | 63,072 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,242 CHF | 64,742 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,039 CHF | 63,539 CHF | 98.86% | 98.86% |
04/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,576 CHF | 63,076 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,371 CHF | 60,871 CHF | 99.82% | 99.82% |
02/07/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,288 CHF | 60,788 CHF | 100.00% | 100.00% |