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 | 2.14% | 1.85 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,490 CHF | 94,490 CHF | 99.39% | 99.39% |
12/07/2024 | 2.15% | 1.84 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,079 CHF | 94,079 CHF | 99.07% | 99.07% |
11/07/2024 | 2.15% | 1.83 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,230 CHF | 94,230 CHF | 96.27% | 96.27% |
10/07/2024 | 2.15% | 1.85 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,123 CHF | 94,123 CHF | 95.48% | 95.48% |
09/07/2024 | 2.17% | 1.84 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,149 CHF | 93,149 CHF | 99.03% | 99.03% |
08/07/2024 | 2.20% | 1.81 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,094 CHF | 92,094 CHF | 99.22% | 99.22% |
05/07/2024 | 2.17% | 1.82 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,102 CHF | 93,102 CHF | 96.23% | 96.23% |
04/07/2024 | 2.08% | 1.91 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,366 CHF | 97,366 CHF | 99.38% | 99.38% |
03/07/2024 | 2.07% | 1.91 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,647 CHF | 97,647 CHF | 98.61% | 98.61% |
02/07/2024 | 2.05% | 1.92 CHF | 1.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,460 CHF | 98,460 CHF | 99.05% | 99.05% |