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 | 0.55% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,340 CHF | 90,840 CHF | 99.72% | 99.72% |
12/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,004 CHF | 91,504 CHF | 99.01% | 99.01% |
11/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,965 CHF | 92,465 CHF | 99.08% | 99.08% |
10/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,115 CHF | 90,615 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,572 CHF | 89,072 CHF | 100.00% | 100.00% |
08/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,191 CHF | 90,691 CHF | 100.00% | 100.00% |
05/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,933 CHF | 89,433 CHF | 98.86% | 98.86% |
04/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,484 CHF | 88,984 CHF | 100.00% | 100.00% |
03/07/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,323 CHF | 86,823 CHF | 99.82% | 99.82% |
02/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,241 CHF | 86,741 CHF | 100.00% | 100.00% |