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 | 0.72% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 36,905 | 36,905 | 65,166 CHF | 65,607 CHF | 94.82% | 94.82% |
12/07/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,922 CHF | 86,422 CHF | 83.95% | 83.95% |
11/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,646 CHF | 87,146 CHF | 86.33% | 86.33% |
10/07/2024 | 0.55% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,717 CHF | 91,217 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,422 CHF | 93,922 CHF | 100.00% | 100.00% |
08/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,232 CHF | 92,732 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,859 CHF | 94,359 CHF | 98.87% | 98.87% |
04/07/2024 | 0.80% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 51,574 CHF | 51,976 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 1.91 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,062 CHF | 48,477 CHF | 99.73% | 99.73% |
02/07/2024 | 0.86% | 1.88 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,924 CHF | 48,339 CHF | 99.87% | 99.87% |