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 | 0.85% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,576 CHF | 82,270 CHF | 97.10% | 97.10% |
12/07/2024 | 0.84% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,228 CHF | 80,908 CHF | 99.01% | 99.01% |
11/07/2024 | 0.87% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,086 CHF | 80,782 CHF | 99.06% | 99.06% |
10/07/2024 | 0.84% | 1.55 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,875 CHF | 77,524 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 1.53 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,870 CHF | 78,560 CHF | 100.00% | 100.00% |
08/07/2024 | 0.88% | 1.58 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,387 CHF | 81,097 CHF | 99.64% | 99.64% |
05/07/2024 | 0.89% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,757 CHF | 81,475 CHF | 98.87% | 98.87% |
04/07/2024 | 0.82% | 1.73 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,903 CHF | 86,607 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,461 CHF | 84,168 CHF | 99.73% | 99.73% |
02/07/2024 | 0.88% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,715 CHF | 82,440 CHF | 100.00% | 100.00% |