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 | 1.49% | 1.45 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 73,089 CHF | 74,188 CHF | 99.72% | 99.72% |
12/07/2024 | 1.57% | 1.47 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,713 CHF | 73,862 CHF | 99.01% | 99.01% |
11/07/2024 | 1.68% | 1.42 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,276 CHF | 71,467 CHF | 99.08% | 99.08% |
10/07/2024 | 1.51% | 1.39 CHF | 1.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,340 CHF | 68,368 CHF | 100.00% | 100.00% |
09/07/2024 | 1.64% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,086 CHF | 66,164 CHF | 100.00% | 100.00% |
08/07/2024 | 1.76% | 1.30 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,850 CHF | 68,038 CHF | 100.00% | 100.00% |
05/07/2024 | 1.50% | 1.36 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,317 CHF | 70,361 CHF | 98.86% | 98.86% |
04/07/2024 | 1.65% | 1.34 CHF | 1.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,753 CHF | 67,864 CHF | 100.00% | 100.00% |
03/07/2024 | 1.62% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,563 CHF | 66,630 CHF | 99.82% | 99.82% |
02/07/2024 | 1.73% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,269 CHF | 65,390 CHF | 100.00% | 100.00% |