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 | 0.60% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,338 CHF | 83,838 CHF | 97.52% | 97.52% |
12/07/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,319 CHF | 83,819 CHF | 84.28% | 84.28% |
11/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,377 CHF | 80,877 CHF | 99.49% | 99.49% |
10/07/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,391 CHF | 76,891 CHF | 99.55% | 99.55% |
09/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,509 CHF | 79,009 CHF | 99.42% | 99.42% |
08/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,886 CHF | 80,386 CHF | 99.47% | 99.47% |
05/07/2024 | 0.60% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,572 CHF | 83,072 CHF | 98.41% | 98.41% |
04/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,902 CHF | 82,402 CHF | 97.11% | 97.11% |
03/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,840 CHF | 80,340 CHF | 95.88% | 95.88% |
02/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,810 CHF | 75,310 CHF | 93.09% | 93.09% |