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 | 0.56% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,679 CHF | 89,179 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,676 CHF | 89,176 CHF | 98.40% | 98.40% |
11/07/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,275 CHF | 86,775 CHF | 99.88% | 99.88% |
10/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,746 CHF | 88,246 CHF | 99.77% | 99.77% |
09/07/2024 | 0.54% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,813 CHF | 93,313 CHF | 100.00% | 100.00% |
08/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,805 CHF | 91,305 CHF | 98.97% | 98.97% |
05/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,294 CHF | 91,794 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,578 CHF | 87,078 CHF | 98.16% | 98.16% |
03/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,172 CHF | 84,672 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,559 CHF | 67,059 CHF | 100.00% | 100.00% |