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 | 0.76% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,320 CHF | 65,820 CHF | 99.73% | 99.73% |
12/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,162 CHF | 67,662 CHF | 99.01% | 99.01% |
11/07/2024 | 0.89% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,352 CHF | 68,966 CHF | 99.09% | 99.09% |
10/07/2024 | 0.81% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,824 CHF | 67,368 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,528 CHF | 69,028 CHF | 100.00% | 100.00% |
08/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,948 CHF | 70,448 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,448 CHF | 65,948 CHF | 98.86% | 98.86% |
04/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,145 CHF | 63,645 CHF | 100.00% | 100.00% |
03/07/2024 | 1.08% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,326 CHF | 63,002 CHF | 99.82% | 99.82% |
02/07/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,483 CHF | 61,983 CHF | 100.00% | 100.00% |