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 | 0.88% | 1.12 CHF | 1.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 68,109 CHF | 68,709 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 67,920 CHF | 68,520 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 60,000 | 60,000 | 59,961 | 59,961 | 68,036 CHF | 68,636 CHF | 99.99% | 99.99% |
10/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 66,522 CHF | 67,124 CHF | 100.00% | 100.00% |
09/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 60,000 | 60,000 | 60,501 | 60,501 | 66,377 CHF | 66,982 CHF | 99.99% | 99.99% |
08/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 66,864 CHF | 67,466 CHF | 100.00% | 100.00% |
05/07/2024 | 0.91% | 1.08 CHF | 1.09 CHF | 60,000 | 60,000 | 60,345 | 60,345 | 66,072 CHF | 66,675 CHF | 100.00% | 100.00% |
04/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 66,474 CHF | 67,074 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 60,000 | 60,000 | 61,917 | 61,917 | 66,863 CHF | 67,482 CHF | 100.00% | 100.00% |
02/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 67,990 CHF | 68,640 CHF | 99.99% | 99.99% |