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 | 1.68% | 1.79 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,165 CHF | 95,761 CHF | 98.50% | 98.50% |
12/07/2024 | 1.69% | 1.92 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,946 CHF | 95,551 CHF | 94.00% | 94.00% |
11/07/2024 | 1.65% | 1.90 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,724 CHF | 96,296 CHF | 85.41% | 85.41% |
10/07/2024 | 1.74% | 1.86 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,016 CHF | 93,628 CHF | 90.91% | 90.91% |
09/07/2024 | 1.63% | 1.91 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,803 CHF | 97,376 CHF | 98.68% | 98.68% |
08/07/2024 | 1.71% | 1.81 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,266 CHF | 91,827 CHF | 99.30% | 99.30% |
05/07/2024 | 1.76% | 1.74 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,514 CHF | 91,101 CHF | 99.62% | 99.62% |
04/07/2024 | 1.74% | 1.83 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,823 CHF | 92,416 CHF | 98.35% | 98.35% |
03/07/2024 | 1.74% | 1.82 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,700 CHF | 91,272 CHF | 99.73% | 99.73% |
02/07/2024 | 1.35% | 1.77 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,808 CHF | 85,965 CHF | 97.85% | 97.85% |