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 | 0.91% | 1.08 CHF | 1.09 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,604 CHF | 27,552 CHF | 99.72% | 99.72% |
12/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,450 CHF | 27,475 CHF | 99.01% | 99.01% |
11/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,323 CHF | 26,911 CHF | 99.09% | 99.09% |
10/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 51,721 CHF | 26,110 CHF | 100.00% | 100.00% |
09/07/2024 | 0.94% | 1.02 CHF | 1.03 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,990 CHF | 26,745 CHF | 100.00% | 100.00% |
08/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,427 CHF | 26,964 CHF | 100.00% | 100.00% |
05/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,223 CHF | 27,361 CHF | 98.98% | 98.98% |
04/07/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,413 CHF | 27,457 CHF | 100.00% | 100.00% |
03/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,305 CHF | 26,902 CHF | 100.00% | 100.00% |
02/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 51,373 CHF | 25,937 CHF | 100.00% | 100.00% |