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 | 0.65% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 76,162 CHF | 76,661 CHF | 100.00% | 100.00% |
12/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,282 CHF | 78,782 CHF | 99.67% | 99.67% |
11/07/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,148 CHF | 76,648 CHF | 99.38% | 99.38% |
10/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,156 CHF | 72,656 CHF | 96.11% | 96.11% |
09/07/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,354 CHF | 73,854 CHF | 99.67% | 99.67% |
08/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,401 CHF | 73,901 CHF | 99.85% | 99.85% |
05/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,198 CHF | 74,698 CHF | 100.00% | 100.00% |
04/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,150 CHF | 74,650 CHF | 100.00% | 100.00% |
03/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,474 CHF | 77,974 CHF | 99.25% | 99.25% |
02/07/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,800 CHF | 77,300 CHF | 99.68% | 99.68% |