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 | 0.68% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,063 CHF | 73,563 CHF | 99.00% | 99.00% |
12/07/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,972 CHF | 81,472 CHF | 98.59% | 98.59% |
11/07/2024 | 0.67% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,861 CHF | 75,361 CHF | 97.89% | 97.89% |
10/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,833 CHF | 80,333 CHF | 95.11% | 95.11% |
09/07/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 78,405 CHF | 78,905 CHF | 98.66% | 98.66% |
08/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,896 CHF | 78,396 CHF | 98.41% | 98.41% |
05/07/2024 | 0.56% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,503 CHF | 89,003 CHF | 99.17% | 99.17% |
04/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,721 CHF | 90,221 CHF | 99.17% | 99.17% |
03/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,627 CHF | 90,127 CHF | 98.44% | 98.44% |
02/07/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,346 CHF | 91,846 CHF | 98.84% | 98.84% |