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 | 0.83% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 36,903 | 36,903 | 59,780 CHF | 60,238 CHF | 94.83% | 94.83% |
12/07/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,696 CHF | 79,196 CHF | 83.95% | 83.95% |
11/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,442 CHF | 79,942 CHF | 86.33% | 86.33% |
10/07/2024 | 0.60% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,523 CHF | 84,023 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,210 CHF | 86,710 CHF | 99.90% | 99.90% |
08/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,007 CHF | 85,507 CHF | 100.00% | 100.00% |
05/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,655 CHF | 87,155 CHF | 98.74% | 98.74% |
04/07/2024 | 0.86% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 47,686 CHF | 48,087 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 1.77 CHF | 1.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,452 CHF | 44,863 CHF | 99.73% | 99.73% |
02/07/2024 | 0.91% | 1.74 CHF | 1.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,312 CHF | 44,717 CHF | 100.00% | 100.00% |