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 | 1.29% | 1.63 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,196 CHF | 82,254 CHF | 98.73% | 98.73% |
12/07/2024 | 1.33% | 1.59 CHF | 1.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 77,285 CHF | 78,316 CHF | 99.38% | 99.38% |
11/07/2024 | 1.36% | 1.52 CHF | 1.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,321 CHF | 75,337 CHF | 94.92% | 94.92% |
10/07/2024 | 1.45% | 1.42 CHF | 1.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,964 CHF | 70,984 CHF | 99.42% | 99.42% |
09/07/2024 | 1.98% | 1.41 CHF | 1.45 CHF | 25,000 | 25,000 | 26,552 | 26,552 | 38,960 CHF | 39,721 CHF | 97.84% | 97.84% |
08/07/2024 | 0.81% | 1.47 CHF | 1.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,334 CHF | 73,932 CHF | 98.16% | 98.16% |
05/07/2024 | 0.86% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,658 CHF | 71,268 CHF | 99.39% | 99.39% |
04/07/2024 | 0.89% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,390 CHF | 70,010 CHF | 98.25% | 98.25% |
03/07/2024 | 0.93% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,130 CHF | 65,737 CHF | 97.38% | 97.38% |
02/07/2024 | 0.99% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,724 CHF | 61,329 CHF | 93.42% | 93.42% |