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 | 0.84% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,497 CHF | 59,997 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,231 CHF | 57,731 CHF | 98.98% | 98.98% |
11/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,551 CHF | 58,051 CHF | 99.40% | 99.40% |
10/07/2024 | 0.81% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,401 CHF | 61,901 CHF | 99.85% | 99.85% |
09/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,954 CHF | 64,454 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,817 CHF | 63,317 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,343 CHF | 64,843 CHF | 99.27% | 99.27% |
04/07/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,288 CHF | 66,788 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,570 CHF | 67,070 CHF | 99.51% | 99.51% |
02/07/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,307 CHF | 66,807 CHF | 99.94% | 99.94% |