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 | 0.50% | 1.95 CHF | 1.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,075 CHF | 50,325 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 2.07 CHF | 2.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,229 CHF | 50,479 CHF | 99.69% | 99.69% |
11/07/2024 | 0.52% | 1.97 CHF | 1.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,069 CHF | 48,319 CHF | 98.88% | 98.88% |
10/07/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,551 CHF | 46,801 CHF | 96.08% | 96.08% |
09/07/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,279 CHF | 47,529 CHF | 99.66% | 99.66% |
08/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,837 CHF | 50,087 CHF | 99.85% | 99.85% |
05/07/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,495 CHF | 49,745 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,477 CHF | 50,727 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,766 CHF | 49,016 CHF | 99.25% | 99.25% |
02/07/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,846 CHF | 47,096 CHF | 99.66% | 99.66% |