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 | 1.54% | 1.83 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,307 CHF | 97,802 CHF | 98.52% | 98.52% |
12/07/2024 | 1.61% | 1.96 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,120 CHF | 97,682 CHF | 94.00% | 94.00% |
11/07/2024 | 1.62% | 1.94 CHF | 1.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,963 CHF | 98,549 CHF | 86.22% | 86.22% |
10/07/2024 | 1.31% | 1.91 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,328 CHF | 95,577 CHF | 90.92% | 90.92% |
09/07/2024 | 1.58% | 1.95 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,040 CHF | 99,601 CHF | 98.72% | 98.72% |
08/07/2024 | 1.16% | 1.85 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,609 CHF | 93,687 CHF | 99.73% | 99.73% |
05/07/2024 | 1.16% | 1.79 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,768 CHF | 92,835 CHF | 99.62% | 99.62% |
04/07/2024 | 1.17% | 1.87 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,060 CHF | 94,157 CHF | 98.35% | 98.35% |
03/07/2024 | 1.13% | 1.87 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,108 CHF | 93,159 CHF | 99.73% | 99.73% |
02/07/2024 | 1.23% | 1.82 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,148 CHF | 88,225 CHF | 98.14% | 98.14% |