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 | 0.72% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 36,903 | 36,903 | 63,984 CHF | 64,418 CHF | 94.83% | 94.83% |
12/07/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,360 CHF | 84,860 CHF | 83.95% | 83.95% |
11/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,109 CHF | 85,609 CHF | 86.33% | 86.33% |
10/07/2024 | 0.56% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,170 CHF | 89,670 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,880 CHF | 92,380 CHF | 100.00% | 100.00% |
08/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,688 CHF | 91,188 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,308 CHF | 92,808 CHF | 98.87% | 98.87% |
04/07/2024 | 0.81% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 50,744 CHF | 51,147 CHF | 100.00% | 100.00% |
03/07/2024 | 0.87% | 1.88 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,289 CHF | 47,702 CHF | 99.73% | 99.73% |
02/07/2024 | 0.87% | 1.85 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,152 CHF | 47,562 CHF | 99.89% | 99.89% |