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 | 0.56% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 86,525 CHF | 87,008 CHF | 99.99% | 99.99% |
12/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 83,261 CHF | 83,738 CHF | 100.00% | 100.00% |
11/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 49,000 | 49,000 | 47,711 | 47,711 | 82,375 CHF | 82,852 CHF | 100.00% | 100.00% |
10/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 87,474 CHF | 87,962 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 85,219 CHF | 85,705 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 86,874 CHF | 87,361 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 80,875 CHF | 81,355 CHF | 99.82% | 99.82% |
04/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 76,628 CHF | 77,105 CHF | 99.50% | 99.50% |
03/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 80,161 CHF | 80,640 CHF | 99.36% | 99.36% |
02/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 51,000 | 51,000 | 49,539 | 49,539 | 89,430 CHF | 89,926 CHF | 100.00% | 100.00% |