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 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,547 CHF | 60,047 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,629 CHF | 60,129 CHF | 98.40% | 98.40% |
11/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,808 CHF | 59,308 CHF | 97.37% | 97.37% |
10/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,270 CHF | 59,770 CHF | 99.80% | 99.80% |
09/07/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,130 CHF | 61,630 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,819 CHF | 61,319 CHF | 98.99% | 98.99% |
05/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,997 CHF | 61,497 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,305 CHF | 59,805 CHF | 98.17% | 98.17% |
03/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,507 CHF | 59,007 CHF | 100.00% | 100.00% |
02/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,078 CHF | 52,578 CHF | 100.00% | 100.00% |