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 | 1.10% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,126 CHF | 61,802 CHF | 97.05% | 97.05% |
12/07/2024 | 1.15% | 1.24 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,754 CHF | 60,444 CHF | 99.01% | 99.01% |
11/07/2024 | 1.14% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,633 CHF | 60,319 CHF | 99.09% | 99.09% |
10/07/2024 | 1.18% | 1.14 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,375 CHF | 57,046 CHF | 100.00% | 100.00% |
09/07/2024 | 1.24% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,412 CHF | 58,128 CHF | 100.00% | 100.00% |
08/07/2024 | 1.20% | 1.17 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,914 CHF | 60,635 CHF | 100.00% | 100.00% |
05/07/2024 | 1.19% | 1.19 CHF | 1.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,285 CHF | 61,007 CHF | 98.87% | 98.87% |
04/07/2024 | 1.05% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,500 CHF | 66,188 CHF | 100.00% | 100.00% |
03/07/2024 | 1.14% | 1.28 CHF | 1.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 63,054 CHF | 63,776 CHF | 99.73% | 99.73% |
02/07/2024 | 1.11% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,333 CHF | 62,020 CHF | 100.00% | 100.00% |