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 | 0.64% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,416 CHF | 78,916 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 49,995 | 50,000 | 79,195 CHF | 79,703 CHF | 99.70% | 99.70% |
11/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,021 CHF | 77,521 CHF | 98.88% | 98.88% |
10/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 76,169 CHF | 76,667 CHF | 96.11% | 96.11% |
09/07/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,244 CHF | 74,744 CHF | 99.67% | 99.67% |
08/07/2024 | 0.63% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,524 CHF | 79,024 CHF | 99.85% | 99.85% |
05/07/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 49,995 | 78,374 CHF | 78,866 CHF | 100.00% | 100.00% |
04/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 49,996 | 50,000 | 79,663 CHF | 80,170 CHF | 100.00% | 100.00% |
03/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 49,996 | 73,665 CHF | 74,159 CHF | 99.25% | 99.25% |
02/07/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,398 CHF | 66,898 CHF | 99.66% | 99.66% |