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 | 0.83% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,295 CHF | 60,795 CHF | 99.06% | 99.06% |
12/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,216 CHF | 59,716 CHF | 98.82% | 98.82% |
11/07/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,324 CHF | 61,824 CHF | 96.42% | 96.42% |
10/07/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,829 CHF | 62,329 CHF | 95.15% | 95.15% |
09/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,780 CHF | 60,280 CHF | 98.69% | 98.69% |
08/07/2024 | 0.89% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,660 CHF | 56,160 CHF | 98.57% | 98.57% |
05/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,500 CHF | 56,000 CHF | 99.17% | 99.17% |
04/07/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,665 CHF | 56,165 CHF | 99.18% | 99.18% |
03/07/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,868 CHF | 55,368 CHF | 98.45% | 98.45% |
02/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,823 CHF | 54,323 CHF | 98.84% | 98.84% |