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 | 0.54% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,053 CHF | 92,553 CHF | 100.00% | 100.00% |
12/07/2024 | 0.57% | 1.82 CHF | 1.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,503 CHF | 88,003 CHF | 98.46% | 98.46% |
11/07/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,673 CHF | 84,173 CHF | 99.37% | 99.37% |
10/07/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,161 CHF | 79,661 CHF | 99.76% | 99.76% |
09/07/2024 | 0.63% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,481 CHF | 79,981 CHF | 100.00% | 100.00% |
08/07/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,849 CHF | 79,349 CHF | 98.98% | 98.98% |
05/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,625 CHF | 76,125 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,585 CHF | 71,085 CHF | 98.15% | 98.15% |
03/07/2024 | 0.72% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,863 CHF | 69,363 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,057 CHF | 62,557 CHF | 100.00% | 100.00% |