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 | 0.91% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,537 CHF | 55,037 CHF | 100.00% | 100.00% |
12/07/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,197 CHF | 55,697 CHF | 98.98% | 98.98% |
11/07/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,539 CHF | 55,039 CHF | 91.08% | 91.08% |
10/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,120 CHF | 53,620 CHF | 99.84% | 99.84% |
09/07/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,564 CHF | 50,064 CHF | 100.00% | 100.00% |
08/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,108 CHF | 48,608 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,850 CHF | 48,350 CHF | 100.00% | 100.00% |
04/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,402 CHF | 47,902 CHF | 100.00% | 100.00% |
03/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,929 CHF | 46,429 CHF | 99.51% | 99.51% |
02/07/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,569 CHF | 46,069 CHF | 100.00% | 100.00% |