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 | 0.88% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,484 CHF | 60,008 CHF | 99.72% | 99.72% |
12/07/2024 | 0.87% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,828 CHF | 62,369 CHF | 99.01% | 99.01% |
11/07/2024 | 0.86% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,366 CHF | 65,931 CHF | 99.09% | 99.09% |
10/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,374 CHF | 67,874 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 1.36 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,925 CHF | 64,455 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,731 CHF | 64,270 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,980 CHF | 63,510 CHF | 98.86% | 98.86% |
04/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,678 CHF | 67,178 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,199 CHF | 71,699 CHF | 99.82% | 99.82% |
02/07/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,409 CHF | 74,909 CHF | 100.00% | 100.00% |