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 | 0.78% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 36,903 | 36,903 | 58,817 CHF | 59,251 CHF | 94.83% | 94.83% |
12/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,360 CHF | 77,860 CHF | 83.96% | 83.96% |
11/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,109 CHF | 78,609 CHF | 86.33% | 86.33% |
10/07/2024 | 0.61% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,171 CHF | 82,671 CHF | 99.75% | 99.75% |
09/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,880 CHF | 85,380 CHF | 100.00% | 100.00% |
08/07/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,716 CHF | 84,216 CHF | 100.00% | 100.00% |
05/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,308 CHF | 85,808 CHF | 98.87% | 98.87% |
04/07/2024 | 0.90% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 46,984 CHF | 47,397 CHF | 100.00% | 100.00% |
03/07/2024 | 0.94% | 1.74 CHF | 1.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,789 CHF | 44,202 CHF | 99.73% | 99.73% |
02/07/2024 | 0.97% | 1.71 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,652 CHF | 44,076 CHF | 99.99% | 99.99% |