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 | 1.97% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,119 CHF | 54,173 CHF | 99.72% | 99.72% |
12/07/2024 | 2.33% | 1.06 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,911 CHF | 54,159 CHF | 99.01% | 99.01% |
11/07/2024 | 2.18% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,205 CHF | 53,357 CHF | 99.08% | 99.08% |
10/07/2024 | 2.20% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,271 | 50,000 | 51,156 CHF | 52,017 CHF | 100.00% | 100.00% |
09/07/2024 | 2.17% | 1.00 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,904 CHF | 53,042 CHF | 100.00% | 100.00% |
08/07/2024 | 2.17% | 0.99 CHF | 1.01 CHF | 60,000 | 50,000 | 54,973 | 50,000 | 54,681 CHF | 50,851 CHF | 100.00% | 100.00% |
05/07/2024 | 2.46% | 0.99 CHF | 1.02 CHF | 60,000 | 50,000 | 57,881 | 50,000 | 56,947 CHF | 50,447 CHF | 98.86% | 98.86% |
04/07/2024 | 2.45% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,303 CHF | 48,939 CHF | 100.00% | 100.00% |
03/07/2024 | 2.50% | 0.88 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,725 CHF | 45,051 CHF | 99.82% | 99.82% |
02/07/2024 | 2.63% | 0.83 CHF | 0.85 CHF | 70,000 | 50,000 | 69,823 | 50,000 | 56,913 CHF | 41,847 CHF | 99.79% | 99.79% |