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% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,704 CHF | 26,602 CHF | 99.70% | 99.70% |
12/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,603 CHF | 26,551 CHF | 99.01% | 99.01% |
11/07/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 51,493 CHF | 25,997 CHF | 99.09% | 99.09% |
10/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50,000 | 25,000 | 55,271 | 25,000 | 54,970 CHF | 25,126 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 60,000 | 25,000 | 51,729 | 25,000 | 52,733 CHF | 25,766 CHF | 100.00% | 100.00% |
08/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 51,602 CHF | 26,051 CHF | 100.00% | 100.00% |
05/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,272 CHF | 26,386 CHF | 98.98% | 98.98% |
04/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,501 CHF | 26,500 CHF | 100.00% | 100.00% |
03/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 51,475 CHF | 25,988 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 50,000 | 25,000 | 56,503 | 25,000 | 55,854 CHF | 24,981 CHF | 100.00% | 100.00% |