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 | 1.60% | 1.43 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,837 CHF | 72,993 CHF | 99.72% | 99.72% |
12/07/2024 | 1.65% | 1.45 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 71,420 CHF | 72,611 CHF | 99.01% | 99.01% |
11/07/2024 | 1.54% | 1.40 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,013 CHF | 70,081 CHF | 99.08% | 99.08% |
10/07/2024 | 1.81% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,986 CHF | 67,188 CHF | 100.00% | 100.00% |
09/07/2024 | 1.68% | 1.25 CHF | 1.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,658 CHF | 64,734 CHF | 100.00% | 100.00% |
08/07/2024 | 1.71% | 1.27 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,576 CHF | 66,704 CHF | 100.00% | 100.00% |
05/07/2024 | 1.57% | 1.34 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 68,151 CHF | 69,232 CHF | 98.86% | 98.86% |
04/07/2024 | 1.53% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,633 CHF | 66,645 CHF | 100.00% | 100.00% |
03/07/2024 | 1.88% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,158 CHF | 65,374 CHF | 99.82% | 99.82% |
02/07/2024 | 1.67% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,890 CHF | 63,946 CHF | 100.00% | 100.00% |