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 | 0.90% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,330 CHF | 55,830 CHF | 98.52% | 98.52% |
12/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,957 CHF | 55,457 CHF | 99.38% | 99.38% |
11/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,922 CHF | 55,422 CHF | 99.15% | 99.15% |
10/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,286 CHF | 52,786 CHF | 100.00% | 100.00% |
09/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,140 CHF | 52,640 CHF | 100.00% | 100.00% |
08/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,043 CHF | 52,543 CHF | 100.00% | 100.00% |
05/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,601 CHF | 52,101 CHF | 99.62% | 99.62% |
04/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,617 CHF | 52,117 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 53,416 | 50,000 | 53,197 CHF | 50,330 CHF | 99.73% | 99.73% |
02/07/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 59,839 | 50,000 | 57,736 CHF | 48,747 CHF | 100.00% | 100.00% |