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 | 1.92% | 1.11 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,996 CHF | 57,084 CHF | 99.72% | 99.72% |
12/07/2024 | 1.96% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,746 CHF | 56,851 CHF | 99.01% | 99.01% |
11/07/2024 | 1.96% | 1.13 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,031 CHF | 56,117 CHF | 99.08% | 99.08% |
10/07/2024 | 2.16% | 1.11 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,577 CHF | 54,749 CHF | 100.00% | 100.00% |
09/07/2024 | 2.03% | 1.06 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,783 CHF | 55,905 CHF | 100.00% | 100.00% |
08/07/2024 | 2.08% | 1.05 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,851 CHF | 53,960 CHF | 100.00% | 100.00% |
05/07/2024 | 2.12% | 1.05 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,432 CHF | 53,558 CHF | 98.86% | 98.86% |
04/07/2024 | 2.19% | 1.03 CHF | 1.06 CHF | 50,000 | 50,000 | 50,084 | 50,000 | 51,008 CHF | 52,051 CHF | 100.00% | 100.00% |
03/07/2024 | 2.23% | 0.95 CHF | 0.97 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,877 CHF | 48,465 CHF | 99.82% | 99.82% |
02/07/2024 | 2.36% | 0.90 CHF | 0.92 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,138 CHF | 45,339 CHF | 100.00% | 100.00% |