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 | 0.71% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 36,904 | 36,904 | 66,959 CHF | 67,403 CHF | 94.83% | 94.83% |
12/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,360 CHF | 88,860 CHF | 83.96% | 83.96% |
11/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,109 CHF | 89,609 CHF | 86.33% | 86.33% |
10/07/2024 | 0.54% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,171 CHF | 93,671 CHF | 99.75% | 99.75% |
09/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,880 CHF | 96,380 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,688 CHF | 95,188 CHF | 100.00% | 100.00% |
05/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,308 CHF | 96,808 CHF | 98.87% | 98.87% |
04/07/2024 | 0.82% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 52,872 CHF | 53,296 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 1.96 CHF | 1.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,289 CHF | 49,702 CHF | 99.73% | 99.73% |
02/07/2024 | 0.83% | 1.93 CHF | 1.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,152 CHF | 49,562 CHF | 99.89% | 99.89% |