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 | 0.71% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,287 CHF | 70,787 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,486 CHF | 82,986 CHF | 99.68% | 99.68% |
11/07/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,383 CHF | 73,883 CHF | 99.18% | 99.18% |
10/07/2024 | 0.74% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,427 CHF | 67,927 CHF | 96.09% | 96.09% |
09/07/2024 | 0.72% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,356 CHF | 69,856 CHF | 99.66% | 99.66% |
08/07/2024 | 0.67% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 74,585 CHF | 75,084 CHF | 99.85% | 99.85% |
05/07/2024 | 0.60% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,764 CHF | 84,264 CHF | 100.00% | 100.00% |
04/07/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,527 CHF | 80,027 CHF | 100.00% | 100.00% |
03/07/2024 | 0.64% | 1.54 CHF | 1.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,582 CHF | 78,082 CHF | 99.25% | 99.25% |
02/07/2024 | 0.65% | 1.51 CHF | 1.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,837 CHF | 77,337 CHF | 99.64% | 99.64% |