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 | 0.72% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,664 CHF | 70,164 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,725 CHF | 70,225 CHF | 98.46% | 98.46% |
11/07/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,653 CHF | 67,153 CHF | 98.83% | 98.83% |
10/07/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,340 CHF | 52,840 CHF | 99.80% | 99.80% |
09/07/2024 | 0.93% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,354 CHF | 53,854 CHF | 100.00% | 100.00% |
08/07/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,773 CHF | 55,273 CHF | 98.99% | 98.99% |
05/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,232 CHF | 56,732 CHF | 100.00% | 100.00% |
04/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,073 CHF | 56,573 CHF | 98.17% | 98.17% |
03/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,229 CHF | 57,729 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,333 CHF | 59,833 CHF | 100.00% | 100.00% |