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% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,046 CHF | 44,546 CHF | 100.00% | 100.00% |
12/07/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,635 CHF | 45,135 CHF | 98.47% | 98.47% |
11/07/2024 | 1.16% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,685 CHF | 43,185 CHF | 99.94% | 99.94% |
10/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 49,996 | 41,367 CHF | 41,863 CHF | 99.80% | 99.80% |
09/07/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,135 CHF | 40,635 CHF | 100.00% | 100.00% |
08/07/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,058 CHF | 45,558 CHF | 98.97% | 98.97% |
05/07/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,968 CHF | 49,468 CHF | 100.00% | 100.00% |
04/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,465 CHF | 48,965 CHF | 98.16% | 98.16% |
03/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,729 CHF | 48,229 CHF | 100.00% | 100.00% |
02/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,957 CHF | 44,457 CHF | 100.00% | 100.00% |