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 | 0.84% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,340 CHF | 59,840 CHF | 99.72% | 99.72% |
12/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,004 CHF | 60,504 CHF | 99.01% | 99.01% |
11/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,113 CHF | 61,613 CHF | 99.08% | 99.08% |
10/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,297 CHF | 59,797 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,572 CHF | 58,072 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,191 CHF | 59,691 CHF | 100.00% | 100.00% |
05/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,039 CHF | 58,539 CHF | 98.86% | 98.86% |
04/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,576 CHF | 58,076 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,323 CHF | 55,823 CHF | 99.82% | 99.82% |
02/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,241 CHF | 55,741 CHF | 100.00% | 100.00% |