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 | 0.84% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,577 CHF | 60,077 CHF | 98.52% | 98.52% |
12/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,176 CHF | 59,676 CHF | 99.38% | 99.38% |
11/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,149 CHF | 59,649 CHF | 99.16% | 99.16% |
10/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,519 CHF | 57,019 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,366 CHF | 56,866 CHF | 100.00% | 100.00% |
08/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,169 CHF | 56,669 CHF | 100.00% | 100.00% |
05/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,741 CHF | 56,241 CHF | 99.62% | 99.62% |
04/07/2024 | 0.89% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,833 CHF | 56,333 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,041 CHF | 54,541 CHF | 99.73% | 99.73% |
02/07/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,546 CHF | 53,046 CHF | 99.53% | 99.53% |