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 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,908 CHF | 52,408 CHF | 97.52% | 97.52% |
12/07/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,937 CHF | 52,437 CHF | 84.03% | 84.03% |
11/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 55,721 | 50,000 | 55,277 CHF | 50,144 CHF | 99.10% | 99.10% |
10/07/2024 | 1.07% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,910 CHF | 47,092 CHF | 99.55% | 99.55% |
09/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 59,911 | 50,000 | 57,809 CHF | 48,749 CHF | 99.57% | 99.57% |
08/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 58,772 | 50,000 | 57,959 CHF | 49,823 CHF | 99.48% | 99.48% |
05/07/2024 | 0.97% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 51,790 | 50,000 | 53,113 CHF | 51,856 CHF | 98.41% | 98.41% |
04/07/2024 | 0.98% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,900 CHF | 51,400 CHF | 98.62% | 98.62% |
03/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 59,582 | 50,000 | 58,692 CHF | 49,759 CHF | 95.89% | 95.89% |
02/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,526 CHF | 45,939 CHF | 91.50% | 91.50% |