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 | 0.71% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,148 CHF | 70,648 CHF | 99.73% | 99.73% |
12/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,863 CHF | 71,363 CHF | 99.01% | 99.01% |
11/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,937 CHF | 72,437 CHF | 99.08% | 99.08% |
10/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,071 CHF | 70,571 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,411 CHF | 68,911 CHF | 100.00% | 100.00% |
08/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,000 CHF | 70,500 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,863 CHF | 69,363 CHF | 98.86% | 98.86% |
04/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,434 CHF | 68,934 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,047 CHF | 66,547 CHF | 99.82% | 99.82% |
02/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,020 CHF | 66,520 CHF | 100.00% | 100.00% |