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 | 0.53% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 90,681 CHF | 91,163 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 92,010 CHF | 92,487 CHF | 100.00% | 100.00% |
11/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 49,000 | 49,000 | 47,707 | 47,707 | 92,290 CHF | 92,767 CHF | 100.00% | 100.00% |
10/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 90,143 CHF | 90,630 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 91,877 CHF | 92,363 CHF | 100.00% | 100.00% |
08/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 90,424 CHF | 90,911 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 93,707 CHF | 94,186 CHF | 99.81% | 99.81% |
04/07/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 97,156 CHF | 97,633 CHF | 99.49% | 99.49% |
03/07/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 94,196 CHF | 94,675 CHF | 99.35% | 99.35% |
02/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 51,000 | 51,000 | 49,539 | 49,539 | 90,170 CHF | 90,665 CHF | 99.99% | 99.99% |