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% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,493 CHF | 83,059 CHF | 99.72% | 99.72% |
12/07/2024 | 0.69% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,370 CHF | 84,952 CHF | 99.01% | 99.01% |
11/07/2024 | 0.74% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,486 CHF | 86,122 CHF | 99.09% | 99.09% |
10/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,030 CHF | 84,530 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,766 CHF | 86,266 CHF | 100.00% | 100.00% |
08/07/2024 | 0.61% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,142 CHF | 87,678 CHF | 100.00% | 100.00% |
05/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,602 CHF | 83,102 CHF | 98.86% | 98.86% |
04/07/2024 | 0.78% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,348 CHF | 80,976 CHF | 100.00% | 100.00% |
03/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,663 CHF | 80,163 CHF | 99.82% | 99.82% |
02/07/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,690 CHF | 79,190 CHF | 100.00% | 100.00% |