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 | 0.97% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,292 CHF | 51,792 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,682 CHF | 50,182 CHF | 98.47% | 98.47% |
11/07/2024 | 1.03% | 0.99 CHF | 1.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,362 CHF | 48,862 CHF | 98.44% | 98.44% |
10/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,666 CHF | 47,166 CHF | 99.77% | 99.77% |
09/07/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,808 CHF | 47,308 CHF | 100.00% | 100.00% |
08/07/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,691 CHF | 47,191 CHF | 98.98% | 98.98% |
05/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,406 CHF | 45,906 CHF | 100.00% | 100.00% |
04/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,468 CHF | 43,968 CHF | 98.16% | 98.16% |
03/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,748 CHF | 43,248 CHF | 100.00% | 100.00% |
02/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,054 CHF | 40,554 CHF | 100.00% | 100.00% |