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 | 0.84% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,636 CHF | 60,136 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,681 CHF | 60,181 CHF | 98.45% | 98.45% |
11/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,645 CHF | 62,145 CHF | 99.69% | 99.69% |
10/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,559 CHF | 61,059 CHF | 99.77% | 99.77% |
09/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,396 CHF | 61,896 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 49,977 | 63,526 CHF | 63,996 CHF | 98.99% | 98.99% |
05/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,536 CHF | 65,036 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,487 CHF | 61,987 CHF | 98.15% | 98.15% |
03/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,072 CHF | 63,572 CHF | 100.00% | 100.00% |
02/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 49,984 | 50,000 | 60,210 CHF | 60,730 CHF | 100.00% | 100.00% |