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 | 1.30% | 1.82 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,646 CHF | 93,855 CHF | 89.48% | 89.48% |
12/07/2024 | 1.30% | 1.84 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,448 CHF | 92,642 CHF | 99.01% | 99.01% |
11/07/2024 | 1.36% | 1.78 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,524 CHF | 89,734 CHF | 99.09% | 99.09% |
10/07/2024 | 0.86% | 1.70 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,871 CHF | 83,584 CHF | 99.37% | 99.37% |
09/07/2024 | 0.82% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,679 CHF | 80,333 CHF | 99.58% | 99.58% |
08/07/2024 | 0.84% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,510 CHF | 84,213 CHF | 98.36% | 98.36% |
05/07/2024 | 0.78% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,007 CHF | 83,655 CHF | 98.72% | 98.72% |
04/07/2024 | 0.83% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,101 CHF | 85,813 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,252 CHF | 81,927 CHF | 99.10% | 99.10% |
02/07/2024 | 0.90% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,272 CHF | 75,949 CHF | 99.68% | 99.68% |