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 | 0.72% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,281 CHF | 72,806 CHF | 99.72% | 99.72% |
12/07/2024 | 0.76% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,983 CHF | 70,516 CHF | 99.01% | 99.01% |
11/07/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,494 CHF | 66,994 CHF | 99.09% | 99.09% |
10/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,525 CHF | 65,025 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,045 CHF | 68,575 CHF | 100.00% | 100.00% |
08/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,269 CHF | 68,792 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,084 CHF | 69,636 CHF | 98.86% | 98.86% |
04/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,438 CHF | 65,938 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,910 CHF | 61,410 CHF | 99.82% | 99.82% |
02/07/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,666 CHF | 58,166 CHF | 100.00% | 100.00% |