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 | 0.67% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,408 CHF | 74,908 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,055 CHF | 70,555 CHF | 98.46% | 98.46% |
11/07/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,462 CHF | 66,962 CHF | 99.84% | 99.84% |
10/07/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,255 CHF | 62,755 CHF | 99.77% | 99.77% |
09/07/2024 | 0.80% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,580 CHF | 63,080 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,888 CHF | 62,388 CHF | 98.98% | 98.98% |
05/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,026 CHF | 59,526 CHF | 100.00% | 100.00% |
04/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,512 CHF | 55,012 CHF | 98.15% | 98.15% |
03/07/2024 | 0.94% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,023 | 50,023 | 53,043 CHF | 53,543 CHF | 100.00% | 100.00% |
02/07/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 74,739 | 74,740 | 69,968 CHF | 70,716 CHF | 100.00% | 100.00% |