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 | 1.53% | 1.71 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,309 CHF | 82,565 CHF | 94.57% | 94.57% |
12/07/2024 | 1.58% | 1.64 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,026 CHF | 82,316 CHF | 98.38% | 98.38% |
11/07/2024 | 1.60% | 1.72 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,224 CHF | 84,568 CHF | 98.92% | 98.92% |
10/07/2024 | 1.52% | 1.80 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,806 CHF | 96,258 CHF | 100.00% | 100.00% |
09/07/2024 | 1.52% | 1.91 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,678 CHF | 95,115 CHF | 100.00% | 100.00% |
08/07/2024 | 1.54% | 1.90 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,700 CHF | 97,190 CHF | 100.00% | 100.00% |
05/07/2024 | 1.49% | 1.98 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,946 CHF | 97,386 CHF | 98.81% | 98.81% |
04/07/2024 | 1.56% | 1.89 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,669 CHF | 98,191 CHF | 100.00% | 100.00% |
03/07/2024 | 1.49% | 2.03 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,614 CHF | 102,123 CHF | 99.73% | 99.73% |
02/07/2024 | 1.45% | 2.01 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,377 CHF | 103,874 CHF | 99.96% | 99.96% |