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 | 1.08% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,130 CHF | 46,630 CHF | 100.00% | 100.00% |
12/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,519 CHF | 46,019 CHF | 97.77% | 97.77% |
11/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,299 CHF | 45,799 CHF | 80.93% | 80.93% |
10/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,933 CHF | 46,433 CHF | 99.78% | 99.78% |
09/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,356 CHF | 45,856 CHF | 100.00% | 100.00% |
08/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,058 CHF | 45,558 CHF | 98.99% | 98.99% |
05/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,416 CHF | 44,916 CHF | 100.00% | 100.00% |
04/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,284 CHF | 46,784 CHF | 98.15% | 98.15% |
03/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,778 CHF | 47,278 CHF | 100.00% | 100.00% |
02/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,739 CHF | 48,239 CHF | 100.00% | 100.00% |