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% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 50,959 CHF | 51,442 CHF | 99.99% | 99.99% |
12/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 48,133 CHF | 48,610 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 49,000 | 49,000 | 47,708 | 47,708 | 47,345 CHF | 47,822 CHF | 100.00% | 100.00% |
10/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 51,899 CHF | 52,387 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 49,770 CHF | 50,256 CHF | 100.00% | 100.00% |
08/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 51,328 CHF | 51,815 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 45,933 CHF | 46,413 CHF | 99.81% | 99.81% |
04/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 41,877 CHF | 42,355 CHF | 99.49% | 99.49% |
03/07/2024 | 1.05% | 0.91 CHF | 0.92 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 45,299 CHF | 45,778 CHF | 99.37% | 99.37% |
02/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 51,000 | 51,000 | 49,539 | 49,539 | 53,499 CHF | 53,994 CHF | 100.00% | 100.00% |