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 | 0.65% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,868 CHF | 77,368 CHF | 99.05% | 99.05% |
12/07/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,636 CHF | 80,136 CHF | 98.81% | 98.81% |
11/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,044 CHF | 79,544 CHF | 98.30% | 98.30% |
10/07/2024 | 0.63% | 1.69 CHF | 1.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,732 CHF | 80,232 CHF | 95.09% | 95.09% |
09/07/2024 | 0.66% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,527 CHF | 76,027 CHF | 98.69% | 98.69% |
08/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,247 CHF | 71,747 CHF | 98.59% | 98.59% |
05/07/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,519 CHF | 72,019 CHF | 99.17% | 99.17% |
04/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,061 CHF | 73,561 CHF | 99.18% | 99.18% |
03/07/2024 | 0.66% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,836 CHF | 76,336 CHF | 98.44% | 98.44% |
02/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,901 CHF | 78,401 CHF | 98.84% | 98.84% |