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 | 0.93% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,330 CHF | 53,830 CHF | 98.52% | 98.52% |
12/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,957 CHF | 53,457 CHF | 99.38% | 99.38% |
11/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,922 CHF | 53,422 CHF | 99.15% | 99.15% |
10/07/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,349 CHF | 50,849 CHF | 100.00% | 100.00% |
09/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 51,124 | 50,000 | 51,253 CHF | 50,640 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 50,823 | 50,000 | 50,857 CHF | 50,543 CHF | 100.00% | 100.00% |
05/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 56,282 | 50,000 | 55,804 CHF | 50,101 CHF | 99.62% | 99.62% |
04/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 55,505 | 50,000 | 55,045 CHF | 50,117 CHF | 100.00% | 100.00% |
03/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,396 CHF | 48,330 CHF | 99.73% | 99.73% |
02/07/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,497 CHF | 46,747 CHF | 100.00% | 100.00% |