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 | 0.61% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,346 CHF | 82,846 CHF | 99.39% | 99.39% |
12/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,620 CHF | 83,120 CHF | 99.08% | 99.08% |
11/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,236 CHF | 84,736 CHF | 98.26% | 98.26% |
10/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,684 CHF | 86,184 CHF | 95.47% | 95.47% |
09/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,326 CHF | 86,826 CHF | 99.04% | 99.04% |
08/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,070 CHF | 85,570 CHF | 99.24% | 99.24% |
05/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,351 CHF | 84,851 CHF | 99.39% | 99.39% |
04/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,480 CHF | 86,980 CHF | 99.39% | 99.39% |
03/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,090 CHF | 87,590 CHF | 98.64% | 98.64% |
02/07/2024 | 0.57% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,063 CHF | 87,563 CHF | 99.07% | 99.07% |