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 | 0.75% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,672 CHF | 67,172 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,304 CHF | 70,804 CHF | 98.39% | 98.39% |
11/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,085 CHF | 69,585 CHF | 99.18% | 99.18% |
10/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,739 CHF | 93,239 CHF | 99.80% | 99.80% |
09/07/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,308 CHF | 97,808 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,413 CHF | 101,913 CHF | 98.98% | 98.98% |
05/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,343 CHF | 100,843 CHF | 99.62% | 99.62% |
04/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,538 CHF | 101,038 CHF | 98.16% | 98.16% |
03/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,272 CHF | 87,772 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,652 CHF | 79,152 CHF | 99.99% | 99.99% |