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 | 2.19% | 1.35 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,672 CHF | 69,172 CHF | 100.00% | 100.00% |
12/07/2024 | 2.35% | 1.32 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,018 CHF | 64,518 CHF | 100.00% | 100.00% |
11/07/2024 | 2.22% | 1.29 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,750 CHF | 68,250 CHF | 99.99% | 99.99% |
10/07/2024 | 2.37% | 1.33 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,735 CHF | 64,235 CHF | 100.00% | 100.00% |
09/07/2024 | 2.20% | 1.31 CHF | 1.34 CHF | 40,000 | 40,000 | 39,894 | 39,894 | 54,175 CHF | 55,376 CHF | 99.74% | 99.74% |
08/07/2024 | 2.30% | 1.35 CHF | 1.38 CHF | 50,000 | 50,000 | 49,916 | 49,916 | 64,694 CHF | 66,194 CHF | 99.27% | 99.27% |
05/07/2024 | 2.27% | 1.28 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,471 CHF | 66,971 CHF | 100.00% | 100.00% |
04/07/2024 | 2.37% | 1.21 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,730 CHF | 64,230 CHF | 99.39% | 99.39% |
03/07/2024 | 2.35% | 1.24 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,988 CHF | 64,488 CHF | 100.00% | 100.00% |
02/07/2024 | 2.51% | 1.24 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,080 CHF | 60,580 CHF | 99.98% | 99.98% |