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 | 0.86% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 36,905 | 36,905 | 54,464 CHF | 54,906 CHF | 94.81% | 94.81% |
12/07/2024 | 0.70% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,422 CHF | 71,922 CHF | 83.95% | 83.95% |
11/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,171 CHF | 72,671 CHF | 86.33% | 86.33% |
10/07/2024 | 0.65% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,235 CHF | 76,735 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,947 CHF | 79,447 CHF | 99.46% | 99.46% |
08/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,751 CHF | 78,251 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,387 CHF | 79,887 CHF | 98.87% | 98.87% |
04/07/2024 | 0.97% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 43,797 CHF | 44,213 CHF | 100.00% | 100.00% |
03/07/2024 | 1.02% | 1.62 CHF | 1.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,821 CHF | 41,240 CHF | 99.73% | 99.73% |
02/07/2024 | 1.03% | 1.59 CHF | 1.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,686 CHF | 41,108 CHF | 99.79% | 99.79% |