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 | 1.01% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 58,370 | 50,000 | 57,217 CHF | 49,541 CHF | 98.73% | 98.73% |
12/07/2024 | 0.98% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 51,692 | 50,000 | 52,252 CHF | 51,101 CHF | 99.38% | 99.38% |
11/07/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,551 CHF | 79,301 CHF | 99.15% | 99.15% |
10/07/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 82,289 CHF | 83,039 CHF | 100.00% | 100.00% |
09/07/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 78,948 CHF | 79,698 CHF | 100.00% | 100.00% |
08/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,857 CHF | 52,357 CHF | 100.00% | 100.00% |
05/07/2024 | 1.03% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 58,257 | 50,000 | 56,466 CHF | 49,028 CHF | 99.62% | 99.62% |
04/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,297 | 50,000 | 50,639 CHF | 50,844 CHF | 100.00% | 100.00% |
03/07/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,484 CHF | 78,234 CHF | 99.73% | 99.73% |
02/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,575 CHF | 54,075 CHF | 100.00% | 100.00% |