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 | 0.71% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,964 CHF | 70,464 CHF | 99.39% | 99.39% |
12/07/2024 | 0.76% | 1.50 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,036 CHF | 66,536 CHF | 99.06% | 99.06% |
11/07/2024 | 0.84% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,546 CHF | 60,046 CHF | 98.43% | 98.43% |
10/07/2024 | 0.90% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,619 CHF | 56,119 CHF | 95.47% | 95.47% |
09/07/2024 | 0.90% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,493 CHF | 55,993 CHF | 99.06% | 99.06% |
08/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,684 CHF | 62,184 CHF | 99.23% | 99.23% |
05/07/2024 | 0.77% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,580 CHF | 65,080 CHF | 99.39% | 99.39% |
04/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,855 CHF | 61,355 CHF | 99.39% | 99.39% |
03/07/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,545 CHF | 59,045 CHF | 98.64% | 98.64% |
02/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,228 CHF | 57,728 CHF | 99.06% | 99.06% |