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 | 0.85% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 36,903 | 36,903 | 52,506 CHF | 52,932 CHF | 94.83% | 94.83% |
12/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,815 CHF | 69,315 CHF | 83.96% | 83.96% |
11/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,551 CHF | 70,051 CHF | 86.34% | 86.34% |
10/07/2024 | 0.68% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,628 CHF | 74,128 CHF | 100.00% | 100.00% |
09/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,336 CHF | 76,836 CHF | 100.00% | 100.00% |
08/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,148 CHF | 75,648 CHF | 100.00% | 100.00% |
05/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,782 CHF | 77,282 CHF | 98.87% | 98.87% |
04/07/2024 | 1.00% | 1.60 CHF | 1.61 CHF | 50,000 | 50,000 | 26,857 | 26,857 | 42,383 CHF | 42,799 CHF | 100.00% | 100.00% |
03/07/2024 | 1.01% | 1.57 CHF | 1.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,525 CHF | 39,928 CHF | 99.73% | 99.73% |
02/07/2024 | 1.04% | 1.54 CHF | 1.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,388 CHF | 39,801 CHF | 99.93% | 99.93% |