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 | 0.70% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 36,903 | 36,903 | 67,940 CHF | 68,386 CHF | 94.83% | 94.83% |
12/07/2024 | 0.56% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,750 CHF | 90,250 CHF | 83.95% | 83.95% |
11/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,472 CHF | 90,972 CHF | 86.33% | 86.33% |
10/07/2024 | 0.53% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,568 CHF | 95,068 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,232 CHF | 97,732 CHF | 100.00% | 100.00% |
08/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,083 CHF | 96,583 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,680 CHF | 98,180 CHF | 98.87% | 98.87% |
04/07/2024 | 0.78% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 53,611 CHF | 54,020 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 1.99 CHF | 2.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,967 CHF | 50,375 CHF | 99.73% | 99.73% |
02/07/2024 | 0.80% | 1.96 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,824 CHF | 50,223 CHF | 99.61% | 99.61% |