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 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 48,834 | 48,834 | 80,381 CHF | 80,871 CHF | 100.00% | 100.00% |
12/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 49,998 | 49,998 | 80,979 CHF | 81,479 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,153 CHF | 83,653 CHF | 99.97% | 99.97% |
10/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,061 CHF | 81,561 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 49,888 | 49,888 | 79,348 CHF | 79,848 CHF | 100.00% | 100.00% |
08/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 49,913 | 49,913 | 79,200 CHF | 79,700 CHF | 99.70% | 99.70% |
05/07/2024 | 0.66% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,140 CHF | 75,640 CHF | 100.00% | 100.00% |
04/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,790 CHF | 75,290 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 49,998 | 49,998 | 70,715 CHF | 71,215 CHF | 99.94% | 99.94% |
02/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,658 CHF | 74,158 CHF | 100.00% | 100.00% |