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% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,316 CHF | 62,506 CHF | 97.08% | 97.08% |
12/07/2024 | 1.92% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,101 CHF | 61,268 CHF | 94.50% | 94.50% |
11/07/2024 | 1.91% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,182 CHF | 61,344 CHF | 98.73% | 98.73% |
10/07/2024 | 2.08% | 1.16 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,351 CHF | 58,559 CHF | 100.00% | 100.00% |
09/07/2024 | 1.98% | 1.14 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,373 CHF | 59,541 CHF | 99.99% | 99.99% |
08/07/2024 | 1.93% | 1.19 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,801 CHF | 61,983 CHF | 99.87% | 99.87% |
05/07/2024 | 1.96% | 1.21 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,131 CHF | 62,339 CHF | 98.87% | 98.87% |
04/07/2024 | 1.83% | 1.33 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,825 CHF | 67,038 CHF | 100.00% | 100.00% |
03/07/2024 | 1.87% | 1.29 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,686 CHF | 64,888 CHF | 99.73% | 99.73% |
02/07/2024 | 1.96% | 1.27 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,099 CHF | 63,330 CHF | 98.86% | 98.86% |