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 | 1.87% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,699 CHF | 58,787 CHF | 98.52% | 98.52% |
12/07/2024 | 1.86% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,548 CHF | 58,628 CHF | 94.00% | 94.00% |
11/07/2024 | 1.82% | 1.16 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,409 CHF | 59,481 CHF | 85.95% | 85.95% |
10/07/2024 | 1.93% | 1.14 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,318 CHF | 57,414 CHF | 90.92% | 90.92% |
09/07/2024 | 1.82% | 1.18 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,405 CHF | 60,495 CHF | 98.72% | 98.72% |
08/07/2024 | 1.91% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,015 CHF | 56,074 CHF | 99.73% | 99.73% |
05/07/2024 | 1.94% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,346 CHF | 55,411 CHF | 99.62% | 99.62% |
04/07/2024 | 1.95% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,435 CHF | 56,524 CHF | 98.35% | 98.35% |
03/07/2024 | 1.92% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,676 CHF | 55,734 CHF | 99.73% | 99.73% |
02/07/2024 | 2.11% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 53,767 | 50,000 | 54,386 CHF | 51,819 CHF | 97.86% | 97.86% |