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 | 0.95% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,131 CHF | 52,631 CHF | 99.39% | 99.39% |
12/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,781 CHF | 52,281 CHF | 99.07% | 99.07% |
11/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 53,928 | 53,928 | 53,963 CHF | 54,502 CHF | 98.24% | 98.24% |
10/07/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 74,726 | 74,726 | 72,330 CHF | 73,077 CHF | 95.46% | 95.46% |
09/07/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,539 CHF | 72,289 CHF | 99.04% | 99.04% |
08/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 74,740 | 74,740 | 73,046 CHF | 73,794 CHF | 99.24% | 99.24% |
05/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75,000 | 75,000 | 60,996 | 60,996 | 60,707 CHF | 61,317 CHF | 99.37% | 99.37% |
04/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,647 CHF | 72,397 CHF | 99.39% | 99.39% |
03/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,717 CHF | 71,467 CHF | 98.64% | 98.64% |
02/07/2024 | 1.06% | 0.89 CHF | 0.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 70,241 CHF | 70,991 CHF | 99.05% | 99.05% |