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 | 0.61% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,148 CHF | 81,648 CHF | 99.72% | 99.72% |
12/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,863 CHF | 82,363 CHF | 99.01% | 99.01% |
11/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,800 CHF | 83,300 CHF | 99.08% | 99.08% |
10/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,021 CHF | 81,521 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,411 CHF | 79,911 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,000 CHF | 81,500 CHF | 100.00% | 100.00% |
05/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,807 CHF | 80,307 CHF | 98.86% | 98.86% |
04/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,434 CHF | 79,934 CHF | 100.00% | 100.00% |
03/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,047 CHF | 77,547 CHF | 99.82% | 99.82% |
02/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,020 CHF | 77,520 CHF | 100.00% | 100.00% |