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 | 0.85% | 1.15 CHF | 1.16 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,328 CHF | 29,414 CHF | 99.70% | 99.70% |
12/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,362 CHF | 29,431 CHF | 99.01% | 99.01% |
11/07/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,140 CHF | 28,820 CHF | 99.09% | 99.09% |
10/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,469 CHF | 27,985 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 56,798 CHF | 28,649 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,338 CHF | 28,919 CHF | 100.00% | 100.00% |
05/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,104 CHF | 29,302 CHF | 98.98% | 98.98% |
04/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 58,231 CHF | 29,366 CHF | 100.00% | 100.00% |
03/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,140 CHF | 28,820 CHF | 100.00% | 100.00% |
02/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,109 CHF | 27,804 CHF | 100.00% | 100.00% |