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 | 1.00% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 53,419 | 50,000 | 53,164 CHF | 50,340 CHF | 99.71% | 99.71% |
12/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,224 | 50,000 | 50,726 CHF | 51,004 CHF | 99.01% | 99.01% |
11/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,613 CHF | 52,113 CHF | 99.08% | 99.08% |
10/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 54,483 | 50,000 | 54,204 CHF | 50,297 CHF | 100.00% | 100.00% |
09/07/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,686 CHF | 48,572 CHF | 100.00% | 100.00% |
08/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 54,283 | 50,000 | 53,872 CHF | 50,191 CHF | 100.00% | 100.00% |
05/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,247 CHF | 49,039 CHF | 98.86% | 98.86% |
04/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,692 CHF | 48,576 CHF | 100.00% | 100.00% |
03/07/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,988 CHF | 46,323 CHF | 99.82% | 99.82% |
02/07/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,945 CHF | 46,288 CHF | 100.00% | 100.00% |