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 | 0.62% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,984 CHF | 84,508 CHF | 99.72% | 99.72% |
12/07/2024 | 0.62% | 1.70 CHF | 1.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 86,328 CHF | 86,869 CHF | 99.01% | 99.01% |
11/07/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 89,931 CHF | 90,431 CHF | 99.09% | 99.09% |
10/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,874 CHF | 92,374 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,455 CHF | 88,955 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,270 CHF | 88,782 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 1.73 CHF | 1.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 87,510 CHF | 88,027 CHF | 98.86% | 98.86% |
04/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 91,178 CHF | 91,678 CHF | 100.00% | 100.00% |
03/07/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,713 CHF | 96,213 CHF | 99.82% | 99.82% |
02/07/2024 | 0.50% | 1.93 CHF | 1.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,944 CHF | 99,444 CHF | 100.00% | 100.00% |