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% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,719 CHF | 66,268 CHF | 99.73% | 99.73% |
12/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,089 CHF | 68,608 CHF | 99.01% | 99.01% |
11/07/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,593 CHF | 72,093 CHF | 99.09% | 99.09% |
10/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,591 CHF | 74,091 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 1.48 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,144 CHF | 70,644 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,994 CHF | 70,516 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,236 CHF | 69,736 CHF | 98.86% | 98.86% |
04/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,956 CHF | 73,456 CHF | 100.00% | 100.00% |
03/07/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,464 CHF | 77,989 CHF | 99.82% | 99.82% |
02/07/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,708 CHF | 81,208 CHF | 100.00% | 100.00% |