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 | 0.82% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,776 CHF | 61,276 CHF | 100.00% | 100.00% |
12/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,717 CHF | 59,217 CHF | 99.68% | 99.68% |
11/07/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,737 CHF | 61,237 CHF | 99.04% | 99.04% |
10/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,536 CHF | 65,036 CHF | 96.11% | 96.11% |
09/07/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,335 CHF | 63,835 CHF | 99.67% | 99.67% |
08/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,261 CHF | 63,761 CHF | 99.85% | 99.85% |
05/07/2024 | 0.79% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,825 CHF | 63,325 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,928 CHF | 63,428 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,870 CHF | 61,370 CHF | 99.25% | 99.25% |
02/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,262 CHF | 61,762 CHF | 99.67% | 99.67% |