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 | 0.99% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,888 CHF | 74,625 CHF | 97.09% | 97.09% |
12/07/2024 | 0.94% | 1.49 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,566 CHF | 73,254 CHF | 99.01% | 99.01% |
11/07/2024 | 1.01% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,387 CHF | 73,122 CHF | 98.51% | 98.51% |
10/07/2024 | 0.90% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,249 CHF | 69,875 CHF | 100.00% | 100.00% |
09/07/2024 | 0.93% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,253 CHF | 70,912 CHF | 100.00% | 100.00% |
08/07/2024 | 0.89% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,760 CHF | 73,414 CHF | 100.00% | 100.00% |
05/07/2024 | 0.91% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,116 CHF | 73,785 CHF | 98.87% | 98.87% |
04/07/2024 | 0.92% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,223 CHF | 78,943 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,869 CHF | 76,554 CHF | 99.73% | 99.73% |
02/07/2024 | 0.97% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,075 CHF | 74,794 CHF | 99.93% | 99.93% |