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 | 2.00% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 50,069 | 50,000 | 54,085 CHF | 55,104 CHF | 98.52% | 98.52% |
12/07/2024 | 1.97% | 1.11 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,897 CHF | 54,968 CHF | 94.00% | 94.00% |
11/07/2024 | 1.96% | 1.09 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,580 CHF | 55,662 CHF | 85.73% | 85.73% |
10/07/2024 | 2.03% | 1.06 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,455 CHF | 53,529 CHF | 90.92% | 90.92% |
09/07/2024 | 1.90% | 1.10 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,577 CHF | 56,642 CHF | 98.72% | 98.72% |
08/07/2024 | 2.00% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 50,574 | 50,000 | 51,661 CHF | 52,126 CHF | 99.73% | 99.73% |
05/07/2024 | 2.15% | 0.97 CHF | 0.99 CHF | 60,000 | 50,000 | 51,668 | 50,000 | 52,250 CHF | 51,720 CHF | 99.62% | 99.62% |
04/07/2024 | 2.07% | 1.04 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,722 CHF | 52,805 CHF | 98.35% | 98.35% |
03/07/2024 | 2.10% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 51,884 | 50,000 | 52,611 CHF | 51,835 CHF | 99.73% | 99.73% |
02/07/2024 | 2.29% | 0.99 CHF | 1.02 CHF | 60,000 | 50,000 | 59,607 | 50,000 | 55,975 CHF | 48,059 CHF | 98.28% | 98.28% |