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 | 1.08% | 1.10 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,559 CHF | 57,175 CHF | 99.72% | 99.72% |
12/07/2024 | 1.02% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,452 CHF | 59,051 CHF | 99.01% | 99.01% |
11/07/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,670 CHF | 60,170 CHF | 99.09% | 99.09% |
10/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,057 CHF | 58,557 CHF | 100.00% | 100.00% |
09/07/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,801 CHF | 60,345 CHF | 100.00% | 100.00% |
08/07/2024 | 0.95% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,178 CHF | 61,763 CHF | 100.00% | 100.00% |
05/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,664 CHF | 57,164 CHF | 98.86% | 98.86% |
04/07/2024 | 0.96% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,476 CHF | 55,002 CHF | 100.00% | 100.00% |
03/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,683 CHF | 54,183 CHF | 99.82% | 99.82% |
02/07/2024 | 1.11% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,724 CHF | 53,312 CHF | 100.00% | 100.00% |