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 | 1.13% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,874 CHF | 44,374 CHF | 99.39% | 99.39% |
12/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,455 CHF | 44,955 CHF | 99.09% | 99.09% |
11/07/2024 | 1.09% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,682 CHF | 46,182 CHF | 85.68% | 85.68% |
10/07/2024 | 1.20% | 0.97 CHF | 0.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,567 CHF | 42,067 CHF | 95.49% | 95.49% |
09/07/2024 | 1.28% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,052 CHF | 39,552 CHF | 99.06% | 99.06% |
08/07/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,452 CHF | 48,952 CHF | 99.24% | 99.24% |
05/07/2024 | 0.94% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,885 CHF | 53,385 CHF | 96.23% | 96.23% |
04/07/2024 | 2.12% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,377 CHF | 23,877 CHF | 99.39% | 99.39% |
03/07/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,810 CHF | 20,310 CHF | 98.64% | 98.64% |
02/07/2024 | 3.42% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,504 CHF | 15,004 CHF | 99.06% | 99.06% |