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 | 0.59% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,640 CHF | 85,140 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,817 CHF | 83,317 CHF | 98.39% | 98.39% |
11/07/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,468 CHF | 75,968 CHF | 99.37% | 99.37% |
10/07/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,672 CHF | 74,172 CHF | 99.79% | 99.79% |
09/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,185 CHF | 76,685 CHF | 100.00% | 100.00% |
08/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,179 CHF | 77,679 CHF | 98.98% | 98.98% |
05/07/2024 | 0.62% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,797 CHF | 80,297 CHF | 100.00% | 100.00% |
04/07/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,272 CHF | 75,772 CHF | 98.16% | 98.16% |
03/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,764 CHF | 75,264 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,388 CHF | 69,888 CHF | 99.99% | 99.99% |