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 | 0.83% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,708 CHF | 82,388 CHF | 97.10% | 97.10% |
12/07/2024 | 0.89% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,304 CHF | 81,020 CHF | 99.01% | 99.01% |
11/07/2024 | 0.83% | 1.64 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,194 CHF | 80,861 CHF | 99.00% | 99.00% |
10/07/2024 | 0.85% | 1.55 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,957 CHF | 77,612 CHF | 100.00% | 100.00% |
09/07/2024 | 0.94% | 1.53 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,956 CHF | 78,694 CHF | 99.99% | 99.99% |
08/07/2024 | 0.91% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,476 CHF | 81,214 CHF | 100.00% | 100.00% |
05/07/2024 | 0.88% | 1.60 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,865 CHF | 81,582 CHF | 98.87% | 98.87% |
04/07/2024 | 0.80% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,035 CHF | 86,723 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 1.69 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,588 CHF | 84,304 CHF | 99.73% | 99.73% |
02/07/2024 | 0.81% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,884 CHF | 82,551 CHF | 99.04% | 99.04% |