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% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,394 CHF | 56,894 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,452 CHF | 56,952 CHF | 98.41% | 98.41% |
11/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,916 CHF | 57,416 CHF | 99.55% | 99.55% |
10/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,499 CHF | 57,999 CHF | 99.79% | 99.79% |
09/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,101 CHF | 57,601 CHF | 100.00% | 100.00% |
08/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,829 CHF | 57,329 CHF | 98.98% | 98.98% |
05/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,572 CHF | 57,072 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,590 CHF | 57,090 CHF | 98.17% | 98.17% |
03/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,987 CHF | 57,487 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,794 CHF | 58,294 CHF | 100.00% | 100.00% |