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 | 1.03% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 46,443 CHF | 46,925 CHF | 99.99% | 99.99% |
12/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 48,336 CHF | 48,814 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 49,000 | 49,000 | 47,713 | 47,713 | 48,767 CHF | 49,245 CHF | 100.00% | 100.00% |
10/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 48,767 | 48,767 | 45,891 CHF | 46,378 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 47,765 CHF | 48,251 CHF | 100.00% | 100.00% |
08/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 46,227 CHF | 46,714 CHF | 100.00% | 100.00% |
05/07/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 50,262 CHF | 50,741 CHF | 99.81% | 99.81% |
04/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 54,017 CHF | 54,494 CHF | 99.49% | 99.49% |
03/07/2024 | 0.94% | 1.10 CHF | 1.11 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 50,883 CHF | 51,362 CHF | 99.35% | 99.35% |
02/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 51,000 | 51,000 | 49,539 | 49,539 | 45,538 CHF | 46,034 CHF | 100.00% | 100.00% |