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 | - | 2.06 CHF | 1.71 CHF | 25,000 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.43% |
12/07/2024 | 0.58% | 1.84 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,207 CHF | 86,707 CHF | 80.14% | 98.60% |
11/07/2024 | 0.56% | 1.82 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,512 CHF | 90,012 CHF | 0.65% | 98.31% |
10/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,309 CHF | 89,809 CHF | 93.39% | 95.09% |
09/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,756 CHF | 88,256 CHF | 10.70% | 98.61% |
08/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 50,000 | 48,000 | 50,000 | 50,000 | 86,731 CHF | 87,231 CHF | 16.58% | 77.40% |
05/07/2024 | 0.66% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,044 CHF | 75,544 CHF | 92.36% | 92.36% |
04/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,673 CHF | 75,173 CHF | 99.17% | 99.17% |
03/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,612 CHF | 76,112 CHF | 98.45% | 98.45% |
02/07/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,904 CHF | 74,404 CHF | 98.85% | 98.85% |