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 | 1.30% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,076 CHF | 53,770 CHF | 97.09% | 97.09% |
12/07/2024 | 1.31% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,728 CHF | 52,408 CHF | 99.01% | 99.01% |
11/07/2024 | 1.34% | 1.07 CHF | 1.09 CHF | 50,000 | 50,000 | 50,454 | 50,000 | 52,028 CHF | 52,275 CHF | 98.80% | 98.80% |
10/07/2024 | 1.38% | 0.98 CHF | 1.00 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 58,022 CHF | 49,024 CHF | 100.00% | 100.00% |
09/07/2024 | 1.39% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 56,636 | 50,000 | 55,851 CHF | 50,060 CHF | 100.00% | 100.00% |
08/07/2024 | 1.36% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,887 CHF | 52,597 CHF | 99.64% | 99.64% |
05/07/2024 | 1.37% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,257 CHF | 52,975 CHF | 98.87% | 98.87% |
04/07/2024 | 1.19% | 1.16 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,443 CHF | 58,132 CHF | 100.00% | 100.00% |
03/07/2024 | 1.30% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,987 CHF | 55,706 CHF | 99.73% | 99.73% |
02/07/2024 | 1.31% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,294 CHF | 53,994 CHF | 99.93% | 99.93% |