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 | 0.88% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 36,904 | 36,904 | 58,250 CHF | 58,720 CHF | 94.82% | 94.82% |
12/07/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,600 CHF | 77,100 CHF | 83.96% | 83.96% |
11/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,328 CHF | 77,828 CHF | 86.33% | 86.33% |
10/07/2024 | 0.61% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,402 CHF | 81,902 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,083 CHF | 84,583 CHF | 100.00% | 100.00% |
08/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,893 CHF | 83,393 CHF | 99.56% | 99.56% |
05/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,564 CHF | 85,064 CHF | 98.87% | 98.87% |
04/07/2024 | 0.95% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 46,536 CHF | 46,966 CHF | 100.00% | 100.00% |
03/07/2024 | 0.94% | 1.73 CHF | 1.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,401 CHF | 43,812 CHF | 99.73% | 99.73% |
02/07/2024 | 0.95% | 1.70 CHF | 1.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,259 CHF | 43,673 CHF | 98.12% | 98.12% |