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% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 36,841 | 36,841 | 56,290 CHF | 56,748 CHF | 94.36% | 94.36% |
12/07/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,100 CHF | 74,600 CHF | 83.95% | 83.95% |
11/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,824 CHF | 75,324 CHF | 86.34% | 86.34% |
10/07/2024 | 0.63% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,902 CHF | 79,402 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,583 CHF | 82,083 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,393 CHF | 80,893 CHF | 99.56% | 99.56% |
05/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,064 CHF | 82,564 CHF | 98.87% | 98.87% |
04/07/2024 | 0.97% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 45,193 CHF | 45,623 CHF | 100.00% | 100.00% |
03/07/2024 | 0.94% | 1.68 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,151 CHF | 42,548 CHF | 99.73% | 99.73% |
02/07/2024 | 0.98% | 1.65 CHF | 1.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,009 CHF | 42,423 CHF | 98.12% | 98.12% |