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 | 0.80% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 36,904 | 36,904 | 61,995 CHF | 62,453 CHF | 94.83% | 94.83% |
12/07/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,729 CHF | 82,229 CHF | 83.95% | 83.95% |
11/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,436 CHF | 82,936 CHF | 86.33% | 86.33% |
10/07/2024 | 0.58% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,523 CHF | 87,023 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,210 CHF | 89,710 CHF | 99.90% | 99.90% |
08/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,007 CHF | 88,507 CHF | 100.00% | 100.00% |
05/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,655 CHF | 90,155 CHF | 98.74% | 98.74% |
04/07/2024 | 0.83% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 49,297 CHF | 49,699 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 1.83 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,952 CHF | 46,363 CHF | 99.73% | 99.73% |
02/07/2024 | 0.88% | 1.80 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,812 CHF | 46,217 CHF | 100.00% | 100.00% |