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 | 0.60% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,236 CHF | 83,736 CHF | 99.39% | 99.39% |
12/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,621 CHF | 83,121 CHF | 99.09% | 99.09% |
11/07/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,535 CHF | 83,035 CHF | 96.40% | 96.40% |
10/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,031 CHF | 79,531 CHF | 95.50% | 95.50% |
09/07/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,117 CHF | 79,617 CHF | 99.06% | 99.06% |
08/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,412 CHF | 78,912 CHF | 99.24% | 99.24% |
05/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,567 CHF | 79,067 CHF | 99.39% | 99.39% |
04/07/2024 | 0.62% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,804 CHF | 80,304 CHF | 99.39% | 99.39% |
03/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,747 CHF | 81,247 CHF | 98.64% | 98.64% |
02/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,944 CHF | 82,444 CHF | 99.07% | 99.07% |