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 | 0.63% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 75,831 CHF | 76,313 CHF | 100.00% | 100.00% |
12/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 72,695 CHF | 73,173 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 49,000 | 49,000 | 47,709 | 47,709 | 71,835 CHF | 72,312 CHF | 99.99% | 99.99% |
10/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 76,754 CHF | 77,242 CHF | 100.00% | 100.00% |
09/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 74,544 CHF | 75,030 CHF | 100.00% | 100.00% |
08/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 76,185 CHF | 76,672 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 70,371 CHF | 70,850 CHF | 99.81% | 99.81% |
04/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 66,172 CHF | 66,649 CHF | 99.49% | 99.49% |
03/07/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 69,654 CHF | 70,133 CHF | 99.35% | 99.35% |
02/07/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 51,000 | 51,000 | 49,538 | 49,538 | 78,595 CHF | 79,090 CHF | 99.99% | 99.99% |