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 | 0.55% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,171 CHF | 90,671 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 1.95 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,178 CHF | 89,678 CHF | 99.98% | 99.98% |
11/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,235 CHF | 84,735 CHF | 82.73% | 82.73% |
10/07/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,954 CHF | 77,454 CHF | 96.17% | 96.17% |
09/07/2024 | 0.64% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,607 CHF | 78,107 CHF | 99.61% | 99.61% |
08/07/2024 | 0.56% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,868 CHF | 89,368 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,550 CHF | 91,050 CHF | 100.00% | 100.00% |
04/07/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,029 CHF | 88,529 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,076 CHF | 84,576 CHF | 99.32% | 99.32% |
02/07/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,669 CHF | 73,169 CHF | 99.44% | 99.44% |