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 | 0.69% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,195 CHF | 72,695 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,067 CHF | 60,567 CHF | 99.68% | 99.68% |
11/07/2024 | 0.72% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,073 CHF | 69,573 CHF | 99.28% | 99.28% |
10/07/2024 | 0.67% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,813 CHF | 75,313 CHF | 96.09% | 96.09% |
09/07/2024 | 0.68% | 1.53 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,901 CHF | 73,401 CHF | 99.67% | 99.67% |
08/07/2024 | 0.74% | 1.43 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,613 CHF | 68,113 CHF | 99.85% | 99.85% |
05/07/2024 | 0.85% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,879 CHF | 59,379 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,139 CHF | 63,639 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,076 CHF | 65,576 CHF | 99.25% | 99.25% |
02/07/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,516 CHF | 66,016 CHF | 99.65% | 99.65% |