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 | 1.04% | 1.27 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,891 CHF | 65,570 CHF | 89.58% | 89.58% |
12/07/2024 | 1.06% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,834 CHF | 64,514 CHF | 99.01% | 99.01% |
11/07/2024 | 1.18% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,285 CHF | 62,010 CHF | 98.99% | 98.99% |
10/07/2024 | 1.17% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,585 CHF | 57,249 CHF | 99.37% | 99.37% |
09/07/2024 | 1.28% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,889 CHF | 54,581 CHF | 100.00% | 100.00% |
08/07/2024 | 1.21% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,180 CHF | 57,876 CHF | 98.15% | 98.15% |
05/07/2024 | 1.25% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,802 CHF | 57,516 CHF | 98.91% | 98.91% |
04/07/2024 | 1.18% | 1.16 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,666 CHF | 59,365 CHF | 100.00% | 100.00% |
03/07/2024 | 1.21% | 1.15 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,396 CHF | 56,069 CHF | 99.10% | 99.10% |
02/07/2024 | 1.35% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 52,462 | 50,000 | 52,973 CHF | 51,228 CHF | 99.99% | 99.99% |