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 | 1.28% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,734 CHF | 39,234 CHF | 100.00% | 100.00% |
12/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,508 CHF | 39,008 CHF | 98.41% | 98.41% |
11/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,632 CHF | 40,132 CHF | 90.65% | 90.65% |
10/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,910 CHF | 40,410 CHF | 99.80% | 99.80% |
09/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,859 CHF | 40,359 CHF | 100.00% | 100.00% |
08/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,148 CHF | 39,648 CHF | 98.99% | 98.99% |
05/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,080 CHF | 39,580 CHF | 100.00% | 100.00% |
04/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,211 CHF | 39,711 CHF | 98.17% | 98.17% |
03/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,944 CHF | 40,444 CHF | 100.00% | 100.00% |
02/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,594 CHF | 41,094 CHF | 100.00% | 100.00% |