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 | 0.63% | 1.91 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,059 CHF | 97,675 CHF | 99.73% | 99.73% |
12/07/2024 | 0.60% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,952 CHF | 99,551 CHF | 99.01% | 99.01% |
11/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,170 CHF | 100,670 CHF | 99.09% | 99.09% |
10/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,557 CHF | 99,057 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,301 CHF | 100,845 CHF | 100.00% | 100.00% |
08/07/2024 | 0.57% | 2.03 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,678 CHF | 102,263 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,164 CHF | 97,664 CHF | 98.86% | 98.86% |
04/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,976 CHF | 95,476 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,163 CHF | 94,683 CHF | 99.82% | 99.82% |
02/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,224 CHF | 93,724 CHF | 100.00% | 100.00% |