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 | 0.51% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,464 CHF | 98,964 CHF | 99.39% | 99.39% |
12/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,716 CHF | 99,216 CHF | 99.07% | 99.07% |
11/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,286 CHF | 100,786 CHF | 98.26% | 98.26% |
10/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,714 CHF | 102,214 CHF | 95.47% | 95.47% |
09/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,352 CHF | 102,852 CHF | 99.03% | 99.03% |
08/07/2024 | 0.49% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,083 CHF | 101,583 CHF | 99.23% | 99.23% |
05/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,381 CHF | 100,881 CHF | 99.38% | 99.38% |
04/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,527 CHF | 103,027 CHF | 99.39% | 99.39% |
03/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,120 CHF | 103,620 CHF | 98.64% | 98.64% |
02/07/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,056 CHF | 103,556 CHF | 99.06% | 99.06% |