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 | 0.79% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,751 CHF | 67,281 CHF | 99.72% | 99.72% |
12/07/2024 | 0.82% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,452 CHF | 64,983 CHF | 99.01% | 99.01% |
11/07/2024 | 0.82% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,987 CHF | 61,487 CHF | 99.09% | 99.09% |
10/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,985 CHF | 59,485 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,545 CHF | 63,075 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,731 CHF | 63,269 CHF | 100.00% | 100.00% |
05/07/2024 | 0.83% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,557 CHF | 64,084 CHF | 98.86% | 98.86% |
04/07/2024 | 0.91% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,891 CHF | 60,438 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,382 CHF | 55,882 CHF | 99.82% | 99.82% |
02/07/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,306 | 50,000 | 52,447 CHF | 52,644 CHF | 100.00% | 100.00% |