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 | 0.87% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 36,904 | 36,904 | 55,404 CHF | 55,851 CHF | 94.82% | 94.82% |
12/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,782 CHF | 73,282 CHF | 83.96% | 83.96% |
11/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,499 CHF | 73,999 CHF | 86.34% | 86.34% |
10/07/2024 | 0.64% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,592 CHF | 78,092 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,261 CHF | 80,761 CHF | 100.00% | 100.00% |
08/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,102 CHF | 79,602 CHF | 100.00% | 100.00% |
05/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,722 CHF | 81,222 CHF | 98.37% | 98.37% |
04/07/2024 | 0.94% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 44,496 CHF | 44,907 CHF | 100.00% | 100.00% |
03/07/2024 | 0.99% | 1.65 CHF | 1.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,490 CHF | 41,901 CHF | 99.73% | 99.73% |
02/07/2024 | 0.97% | 1.62 CHF | 1.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,358 CHF | 41,760 CHF | 99.84% | 99.84% |