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 | 0.83% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,164 CHF | 60,664 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,174 CHF | 60,674 CHF | 98.47% | 98.47% |
11/07/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,153 CHF | 57,653 CHF | 98.83% | 98.83% |
10/07/2024 | 1.16% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,840 CHF | 43,340 CHF | 99.80% | 99.80% |
09/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,854 CHF | 44,354 CHF | 100.00% | 100.00% |
08/07/2024 | 1.10% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,170 CHF | 45,670 CHF | 98.99% | 98.99% |
05/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,732 CHF | 47,232 CHF | 100.00% | 100.00% |
04/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,573 CHF | 47,073 CHF | 98.17% | 98.17% |
03/07/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,614 CHF | 48,114 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,798 CHF | 50,298 CHF | 100.00% | 100.00% |