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 | 0.55% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,705 CHF | 91,205 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,641 CHF | 89,141 CHF | 98.41% | 98.41% |
11/07/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,833 CHF | 82,333 CHF | 99.37% | 99.37% |
10/07/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,371 CHF | 80,871 CHF | 99.79% | 99.79% |
09/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,666 CHF | 83,166 CHF | 100.00% | 100.00% |
08/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,624 CHF | 84,124 CHF | 98.98% | 98.98% |
05/07/2024 | 0.58% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,146 CHF | 86,646 CHF | 100.00% | 100.00% |
04/07/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,085 CHF | 82,585 CHF | 98.16% | 98.16% |
03/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,581 CHF | 82,081 CHF | 100.00% | 100.00% |
02/07/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,633 CHF | 77,133 CHF | 100.00% | 100.00% |