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 | 1.23% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,513 CHF | 41,013 CHF | 99.39% | 99.39% |
12/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,784 CHF | 41,284 CHF | 99.07% | 99.07% |
11/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,387 CHF | 42,887 CHF | 98.45% | 98.45% |
10/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,889 CHF | 44,389 CHF | 95.48% | 95.48% |
09/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,617 CHF | 45,117 CHF | 99.04% | 99.04% |
08/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,413 CHF | 43,913 CHF | 99.23% | 99.23% |
05/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,564 CHF | 43,064 CHF | 99.39% | 99.39% |
04/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,711 CHF | 45,211 CHF | 99.39% | 99.39% |
03/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,293 CHF | 45,793 CHF | 98.64% | 98.64% |
02/07/2024 | 1.10% | 0.96 CHF | 0.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,427 CHF | 45,927 CHF | 99.06% | 99.06% |