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 | 0.72% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,126 CHF | 93,802 CHF | 97.05% | 97.05% |
12/07/2024 | 0.74% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,728 CHF | 92,408 CHF | 99.01% | 99.01% |
11/07/2024 | 0.76% | 1.87 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,586 CHF | 92,282 CHF | 99.06% | 99.06% |
10/07/2024 | 0.73% | 1.78 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,375 CHF | 89,024 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 1.76 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,370 CHF | 90,060 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 1.81 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,887 CHF | 92,597 CHF | 99.64% | 99.64% |
05/07/2024 | 0.78% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,257 CHF | 92,975 CHF | 98.87% | 98.87% |
04/07/2024 | 0.72% | 1.96 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,403 CHF | 98,107 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,987 CHF | 95,706 CHF | 99.73% | 99.73% |
02/07/2024 | 0.77% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,215 CHF | 93,940 CHF | 100.00% | 100.00% |