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 | 0.81% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,610 CHF | 62,110 CHF | 99.05% | 99.05% |
12/07/2024 | 0.90% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,630 CHF | 56,130 CHF | 98.81% | 98.81% |
11/07/2024 | 0.88% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,446 CHF | 56,946 CHF | 98.36% | 98.36% |
10/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,642 CHF | 56,142 CHF | 95.14% | 95.14% |
09/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,264 | 50,264 | 51,915 CHF | 52,418 CHF | 98.68% | 98.68% |
08/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 59,613 | 59,613 | 59,562 CHF | 60,158 CHF | 98.56% | 98.56% |
05/07/2024 | 1.08% | 0.97 CHF | 0.98 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,906 CHF | 69,656 CHF | 99.18% | 99.18% |
04/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 68,385 CHF | 69,135 CHF | 99.17% | 99.17% |
03/07/2024 | 1.04% | 0.88 CHF | 0.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 71,562 CHF | 72,312 CHF | 98.44% | 98.44% |
02/07/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 75,000 | 75,000 | 73,051 | 73,051 | 68,878 CHF | 69,609 CHF | 98.81% | 98.81% |