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 | 0.89% | 1.04 CHF | 1.05 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 55,826 CHF | 22,530 CHF | 97.09% | 97.09% |
12/07/2024 | 0.87% | 1.09 CHF | 1.10 CHF | 50,000 | 10,000 | 49,989 | 10,000 | 57,225 CHF | 11,548 CHF | 99.01% | 99.01% |
11/07/2024 | 0.86% | 1.23 CHF | 1.24 CHF | 50,000 | 20,000 | 48,806 | 20,000 | 56,532 CHF | 23,412 CHF | 99.08% | 99.08% |
10/07/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 54,959 CHF | 22,184 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 57,989 CHF | 23,396 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 1.14 CHF | 1.15 CHF | 50,000 | 10,000 | 49,014 | 10,000 | 59,027 CHF | 12,153 CHF | 99.74% | 99.74% |
05/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50,000 | 20,000 | 47,501 | 20,000 | 58,390 CHF | 24,809 CHF | 98.75% | 98.75% |
04/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 20,000 | 50,000 | 20,000 | 55,792 CHF | 22,517 CHF | 100.00% | 100.00% |
03/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60,000 | 20,000 | 56,624 | 20,000 | 55,855 CHF | 19,948 CHF | 82.74% | 82.74% |
02/07/2024 | 1.17% | 0.93 CHF | 0.94 CHF | 60,000 | 20,000 | 62,811 | 20,000 | 53,480 CHF | 17,265 CHF | 99.60% | 99.60% |