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 | 0.53% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,994 CHF | 95,494 CHF | 99.73% | 99.73% |
12/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,870 CHF | 97,370 CHF | 99.01% | 99.01% |
11/07/2024 | 0.65% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,986 CHF | 98,622 CHF | 99.09% | 99.09% |
10/07/2024 | 0.64% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,413 CHF | 97,030 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,266 CHF | 98,766 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,642 CHF | 100,142 CHF | 100.00% | 100.00% |
05/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,102 CHF | 95,602 CHF | 98.86% | 98.86% |
04/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,848 CHF | 93,348 CHF | 100.00% | 100.00% |
03/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,058 CHF | 92,558 CHF | 99.82% | 99.82% |
02/07/2024 | 0.66% | 1.85 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,086 CHF | 91,690 CHF | 100.00% | 100.00% |