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 | 0.94% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,099 CHF | 53,599 CHF | 99.39% | 99.39% |
12/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,553 CHF | 49,053 CHF | 99.09% | 99.09% |
11/07/2024 | 0.98% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,786 CHF | 51,286 CHF | 98.28% | 98.28% |
10/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,746 CHF | 53,246 CHF | 95.47% | 95.47% |
09/07/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,587 CHF | 53,087 CHF | 99.06% | 99.06% |
08/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,720 CHF | 52,220 CHF | 99.24% | 99.24% |
05/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,982 CHF | 51,482 CHF | 99.39% | 99.39% |
04/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,620 CHF | 54,120 CHF | 99.39% | 99.39% |
03/07/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,574 CHF | 57,074 CHF | 98.64% | 98.64% |
02/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,929 CHF | 56,429 CHF | 99.06% | 99.06% |