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 | 0.92% | 1.30 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,559 CHF | 67,175 CHF | 99.73% | 99.73% |
12/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,452 CHF | 68,952 CHF | 99.01% | 99.01% |
11/07/2024 | 0.79% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,622 CHF | 70,170 CHF | 99.09% | 99.09% |
10/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,057 CHF | 68,557 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,801 CHF | 70,301 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,178 CHF | 71,763 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,664 CHF | 67,164 CHF | 98.86% | 98.86% |
04/07/2024 | 0.81% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,476 CHF | 65,002 CHF | 100.00% | 100.00% |
03/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,683 CHF | 64,183 CHF | 99.82% | 99.82% |
02/07/2024 | 0.79% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,724 CHF | 63,224 CHF | 100.00% | 100.00% |