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 | 0.74% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 36,905 | 36,905 | 64,622 CHF | 65,068 CHF | 94.82% | 94.82% |
12/07/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,282 CHF | 85,782 CHF | 83.96% | 83.96% |
11/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,972 CHF | 86,472 CHF | 86.34% | 86.34% |
10/07/2024 | 0.55% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,068 CHF | 90,568 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,761 CHF | 93,261 CHF | 100.00% | 100.00% |
08/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,583 CHF | 92,083 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,198 CHF | 93,698 CHF | 98.87% | 98.87% |
04/07/2024 | 0.82% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 51,194 CHF | 51,603 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 1.90 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,727 CHF | 48,140 CHF | 99.73% | 99.73% |
02/07/2024 | 0.85% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,592 CHF | 47,998 CHF | 99.75% | 99.75% |