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 | 1.33% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,440 CHF | 37,940 CHF | 100.00% | 100.00% |
12/07/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 49,992 | 41,098 CHF | 41,592 CHF | 98.39% | 98.39% |
11/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 49,959 | 39,851 CHF | 40,319 CHF | 99.49% | 99.49% |
10/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,478 CHF | 63,978 CHF | 99.80% | 99.80% |
09/07/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 49,999 | 50,000 | 68,086 CHF | 68,587 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,109 CHF | 72,609 CHF | 98.98% | 98.98% |
05/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 49,992 | 71,154 CHF | 71,643 CHF | 99.62% | 99.62% |
04/07/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 71,308 CHF | 71,806 CHF | 98.16% | 98.16% |
03/07/2024 | 0.86% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 49,994 | 49,999 | 57,990 CHF | 58,496 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 49,999 | 49,997 | 49,464 CHF | 49,963 CHF | 99.99% | 99.99% |