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 | 1.75% | 1.71 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,494 CHF | 92,086 CHF | 98.52% | 98.52% |
12/07/2024 | 1.73% | 1.84 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,280 CHF | 91,853 CHF | 94.00% | 94.00% |
11/07/2024 | 1.73% | 1.82 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,070 CHF | 92,660 CHF | 86.05% | 86.05% |
10/07/2024 | 1.78% | 1.79 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,278 CHF | 89,859 CHF | 90.92% | 90.92% |
09/07/2024 | 1.67% | 1.83 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,174 CHF | 93,728 CHF | 98.72% | 98.72% |
08/07/2024 | 1.81% | 1.73 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,407 CHF | 87,989 CHF | 99.73% | 99.73% |
05/07/2024 | 1.85% | 1.66 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,496 CHF | 87,092 CHF | 99.51% | 99.51% |
04/07/2024 | 1.79% | 1.75 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,901 CHF | 88,466 CHF | 98.35% | 98.35% |
03/07/2024 | 1.81% | 1.75 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,840 CHF | 87,411 CHF | 99.73% | 99.73% |
02/07/2024 | 1.94% | 1.69 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,585 CHF | 82,161 CHF | 98.25% | 98.25% |