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 | 0.90% | 1.51 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,501 CHF | 79,208 CHF | 97.09% | 97.09% |
12/07/2024 | 0.87% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,127 CHF | 77,804 CHF | 99.01% | 99.01% |
11/07/2024 | 0.88% | 1.58 CHF | 1.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,012 CHF | 77,694 CHF | 99.00% | 99.00% |
10/07/2024 | 0.92% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,773 CHF | 74,457 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,842 CHF | 75,456 CHF | 99.99% | 99.99% |
08/07/2024 | 0.84% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,322 CHF | 77,976 CHF | 100.00% | 100.00% |
05/07/2024 | 0.89% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,703 CHF | 78,399 CHF | 98.87% | 98.87% |
04/07/2024 | 0.86% | 1.67 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,823 CHF | 83,535 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,399 CHF | 81,088 CHF | 99.73% | 99.73% |
02/07/2024 | 0.94% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,649 CHF | 79,390 CHF | 98.98% | 98.98% |