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% | 1.56 CHF | 1.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,859 CHF | 77,392 CHF | 99.72% | 99.72% |
12/07/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,180 CHF | 79,705 CHF | 99.01% | 99.01% |
11/07/2024 | 0.60% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,782 CHF | 83,282 CHF | 99.09% | 99.09% |
10/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,729 CHF | 85,229 CHF | 100.00% | 100.00% |
09/07/2024 | 0.65% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,230 CHF | 81,760 CHF | 100.00% | 100.00% |
08/07/2024 | 0.67% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,116 CHF | 81,663 CHF | 100.00% | 100.00% |
05/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,364 CHF | 80,864 CHF | 98.86% | 98.86% |
04/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,031 CHF | 84,531 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,618 CHF | 89,118 CHF | 99.82% | 99.82% |
02/07/2024 | 0.54% | 1.79 CHF | 1.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,856 CHF | 92,356 CHF | 100.00% | 100.00% |