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 | 0.82% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,320 CHF | 68,881 CHF | 99.71% | 99.71% |
12/07/2024 | 0.85% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,162 CHF | 70,762 CHF | 99.01% | 99.01% |
11/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,466 CHF | 71,966 CHF | 99.09% | 99.09% |
10/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,868 CHF | 70,368 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,528 CHF | 72,103 CHF | 100.00% | 100.00% |
08/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,013 CHF | 73,513 CHF | 100.00% | 100.00% |
05/07/2024 | 0.82% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,448 CHF | 69,008 CHF | 98.86% | 98.86% |
04/07/2024 | 0.94% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,145 CHF | 66,771 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,502 CHF | 66,002 CHF | 99.82% | 99.82% |
02/07/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,483 CHF | 64,983 CHF | 100.00% | 100.00% |