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 | 2.14% | 1.05 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,268 CHF | 54,421 CHF | 99.73% | 99.73% |
12/07/2024 | 2.23% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,891 CHF | 54,081 CHF | 99.01% | 99.01% |
11/07/2024 | 2.23% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 53,371 | 50,000 | 53,922 CHF | 51,721 CHF | 99.08% | 99.08% |
10/07/2024 | 2.11% | 0.99 CHF | 1.02 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,417 CHF | 48,868 CHF | 100.00% | 100.00% |
09/07/2024 | 2.20% | 0.89 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,862 CHF | 46,735 CHF | 100.00% | 100.00% |
08/07/2024 | 2.36% | 0.91 CHF | 0.94 CHF | 60,000 | 50,000 | 59,018 | 50,000 | 56,025 CHF | 48,646 CHF | 100.00% | 100.00% |
05/07/2024 | 2.30% | 0.97 CHF | 1.00 CHF | 60,000 | 50,000 | 53,794 | 50,000 | 53,558 CHF | 51,016 CHF | 98.86% | 98.86% |
04/07/2024 | 2.37% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,991 CHF | 48,633 CHF | 100.00% | 100.00% |
03/07/2024 | 2.62% | 0.93 CHF | 0.95 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,410 CHF | 47,401 CHF | 99.82% | 99.82% |
02/07/2024 | 2.38% | 0.90 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,183 CHF | 46,240 CHF | 100.00% | 100.00% |