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% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,675 CHF | 60,238 CHF | 99.72% | 99.72% |
12/07/2024 | 0.90% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,551 CHF | 62,105 CHF | 99.01% | 99.01% |
11/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,812 CHF | 63,312 CHF | 99.09% | 99.09% |
10/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,227 CHF | 61,727 CHF | 100.00% | 100.00% |
09/07/2024 | 0.79% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,868 CHF | 63,368 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,322 CHF | 64,822 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,744 CHF | 60,369 CHF | 98.56% | 98.56% |
04/07/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,580 CHF | 58,080 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,756 CHF | 57,256 CHF | 99.82% | 99.82% |
02/07/2024 | 1.06% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,812 CHF | 56,408 CHF | 100.00% | 100.00% |