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 | 0.78% | 1.53 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,837 CHF | 64,337 CHF | 79.98% | 86.34% |
12/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,938 CHF | 75,438 CHF | 98.84% | 98.84% |
11/07/2024 | 0.61% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,632 CHF | 82,132 CHF | 98.15% | 98.15% |
10/07/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,253 CHF | 81,753 CHF | 95.10% | 95.10% |
09/07/2024 | 0.59% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,469 CHF | 84,969 CHF | 97.03% | 97.03% |
08/07/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,699 CHF | 77,199 CHF | 98.59% | 98.59% |
05/07/2024 | 0.61% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,177 CHF | 82,677 CHF | 99.17% | 99.17% |
04/07/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,814 CHF | 81,314 CHF | 99.16% | 99.18% |
03/07/2024 | 0.72% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,702 | 50,702 | 70,320 CHF | 70,827 CHF | 98.44% | 98.44% |
02/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,836 | 50,837 | 65,239 CHF | 65,748 CHF | 98.82% | 98.82% |