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 | 0.62% | 1.60 CHF | 1.61 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 160,583 CHF | 80,791 CHF | 97.67% | 97.67% |
12/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 163,135 CHF | 82,067 CHF | 97.83% | 97.83% |
11/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 165,392 CHF | 83,196 CHF | 98.80% | 98.80% |
10/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 160,952 CHF | 80,976 CHF | 98.74% | 98.74% |
09/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 177,005 CHF | 89,003 CHF | 98.39% | 98.39% |
08/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 175,622 CHF | 88,311 CHF | 98.81% | 98.81% |
05/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 180,121 CHF | 90,560 CHF | 98.24% | 98.24% |
04/07/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 190,620 CHF | 95,810 CHF | 98.60% | 98.60% |
03/07/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 189,896 CHF | 95,448 CHF | 98.73% | 98.73% |
02/07/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 199,705 CHF | 100,353 CHF | 98.26% | 98.26% |