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 | 0.68% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,685 CHF | 100,361 CHF | 97.09% | 97.09% |
12/07/2024 | 0.70% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,254 CHF | 98,944 CHF | 99.01% | 99.01% |
11/07/2024 | 0.70% | 2.00 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,133 CHF | 98,819 CHF | 99.09% | 99.09% |
10/07/2024 | 0.64% | 1.91 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,936 CHF | 95,546 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 1.89 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,912 CHF | 96,628 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 1.94 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,414 CHF | 99,135 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,785 CHF | 99,507 CHF | 98.87% | 98.87% |
04/07/2024 | 0.66% | 2.09 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,943 CHF | 104,632 CHF | 100.00% | 100.00% |
03/07/2024 | 0.71% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,487 CHF | 102,206 CHF | 99.73% | 99.73% |
02/07/2024 | 0.70% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,794 CHF | 100,494 CHF | 99.93% | 99.93% |