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 | 1.38% | 1.54 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,583 CHF | 78,658 CHF | 99.73% | 99.73% |
12/07/2024 | 1.47% | 1.55 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,371 CHF | 78,517 CHF | 99.01% | 99.01% |
11/07/2024 | 1.43% | 1.56 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,511 CHF | 77,615 CHF | 99.08% | 99.08% |
10/07/2024 | 1.57% | 1.54 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,011 CHF | 76,202 CHF | 100.00% | 100.00% |
09/07/2024 | 1.52% | 1.49 CHF | 1.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,266 CHF | 77,435 CHF | 100.00% | 100.00% |
08/07/2024 | 1.45% | 1.48 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,196 CHF | 75,278 CHF | 100.00% | 100.00% |
05/07/2024 | 1.45% | 1.48 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,614 CHF | 74,686 CHF | 95.93% | 95.93% |
04/07/2024 | 1.56% | 1.45 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,932 CHF | 73,064 CHF | 100.00% | 100.00% |
03/07/2024 | 1.52% | 1.37 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,022 CHF | 69,066 CHF | 99.82% | 99.82% |
02/07/2024 | 1.60% | 1.30 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,330 CHF | 65,368 CHF | 100.00% | 100.00% |