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 | 0.81% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,197 CHF | 61,697 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,562 CHF | 60,062 CHF | 98.43% | 98.43% |
11/07/2024 | 0.99% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,423 CHF | 50,923 CHF | 93.67% | 93.67% |
10/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,524 CHF | 50,024 CHF | 99.80% | 99.80% |
09/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,610 CHF | 51,110 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,425 CHF | 50,925 CHF | 98.97% | 98.97% |
05/07/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,363 CHF | 51,863 CHF | 100.00% | 100.00% |
04/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,516 CHF | 51,016 CHF | 98.15% | 98.15% |
03/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,185 CHF | 50,685 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,094 CHF | 51,594 CHF | 100.00% | 100.00% |