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% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,004 CHF | 56,504 CHF | 99.72% | 99.72% |
12/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,716 CHF | 57,216 CHF | 99.01% | 99.01% |
11/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,672 CHF | 58,172 CHF | 98.90% | 98.90% |
10/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,805 CHF | 56,305 CHF | 100.00% | 100.00% |
09/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,165 CHF | 54,665 CHF | 100.00% | 100.00% |
08/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,742 CHF | 56,242 CHF | 100.00% | 100.00% |
05/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,705 CHF | 55,205 CHF | 98.86% | 98.86% |
04/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,137 CHF | 54,637 CHF | 100.00% | 100.00% |
03/07/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,871 CHF | 52,371 CHF | 99.82% | 99.82% |
02/07/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,902 CHF | 52,402 CHF | 100.00% | 100.00% |