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% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 36,903 | 36,903 | 60,472 CHF | 60,948 CHF | 94.83% | 94.83% |
12/07/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,637 CHF | 80,137 CHF | 83.95% | 83.95% |
11/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,354 CHF | 80,854 CHF | 86.33% | 86.33% |
10/07/2024 | 0.59% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,445 CHF | 84,945 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,142 CHF | 87,642 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 85,912 CHF | 86,412 CHF | 99.53% | 99.53% |
05/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,596 CHF | 88,096 CHF | 98.87% | 98.87% |
04/07/2024 | 0.93% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 48,157 CHF | 48,594 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 1.79 CHF | 1.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,916 CHF | 45,321 CHF | 99.73% | 99.73% |
02/07/2024 | 0.91% | 1.76 CHF | 1.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,776 CHF | 45,184 CHF | 100.00% | 100.00% |