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 | 0.98% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 38,487 | 38,487 | 48,695 CHF | 49,093 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 50,000 | 50,000 | 49,917 | 49,917 | 62,129 CHF | 62,628 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,345 CHF | 64,845 CHF | 99.98% | 99.98% |
10/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,306 CHF | 62,806 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 49,889 | 49,889 | 60,705 CHF | 61,205 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 49,914 | 49,914 | 60,573 CHF | 61,073 CHF | 99.73% | 99.73% |
05/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,679 CHF | 57,179 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,411 CHF | 56,911 CHF | 100.00% | 100.00% |
03/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 49,998 | 49,998 | 52,515 CHF | 53,015 CHF | 100.00% | 100.00% |
02/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,378 CHF | 55,878 CHF | 100.00% | 100.00% |