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% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,364 CHF | 56,864 CHF | 99.39% | 99.39% |
12/07/2024 | 0.87% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,606 CHF | 58,106 CHF | 99.08% | 99.08% |
11/07/2024 | 0.78% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,561 CHF | 64,061 CHF | 40.09% | 40.09% |
10/07/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 40,053 | 40,051 | 53,887 CHF | 54,285 CHF | 95.44% | 95.44% |
09/07/2024 | 0.72% | 1.34 CHF | 1.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,771 CHF | 35,021 CHF | 99.03% | 99.03% |
08/07/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,995 CHF | 37,245 CHF | 99.24% | 99.24% |
05/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,922 CHF | 36,172 CHF | 99.39% | 99.39% |
04/07/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,791 CHF | 34,041 CHF | 99.39% | 99.39% |
03/07/2024 | 0.77% | 1.37 CHF | 1.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,191 CHF | 32,441 CHF | 98.64% | 98.64% |
02/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,224 CHF | 28,474 CHF | 99.06% | 99.06% |