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 | 0.83% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,099 CHF | 60,599 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,081 CHF | 60,581 CHF | 98.43% | 98.43% |
11/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,414 CHF | 58,914 CHF | 97.99% | 97.99% |
10/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,402 CHF | 59,902 CHF | 99.77% | 99.77% |
09/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,672 CHF | 59,172 CHF | 100.00% | 100.00% |
08/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,855 CHF | 57,355 CHF | 98.99% | 98.99% |
05/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,122 CHF | 56,622 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,724 CHF | 59,224 CHF | 98.16% | 98.16% |
03/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,411 CHF | 57,911 CHF | 100.00% | 100.00% |
02/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,864 CHF | 60,364 CHF | 100.00% | 100.00% |