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 | 0.99% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,790 | 50,790 | 51,103 CHF | 51,611 CHF | 99.06% | 99.06% |
12/07/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 67,408 | 67,408 | 67,320 CHF | 67,994 CHF | 98.86% | 98.86% |
11/07/2024 | 0.89% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,966 CHF | 56,466 CHF | 97.49% | 97.49% |
10/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 49,792 | 49,792 | 54,157 CHF | 54,655 CHF | 95.14% | 95.14% |
09/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,873 CHF | 59,373 CHF | 98.68% | 98.68% |
08/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,861 CHF | 61,361 CHF | 86.53% | 86.53% |
05/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,939 CHF | 61,439 CHF | 99.17% | 99.17% |
04/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,796 CHF | 63,296 CHF | 98.43% | 98.43% |
03/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,690 CHF | 62,190 CHF | 98.46% | 98.46% |
02/07/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 60,838 CHF | 61,338 CHF | 98.83% | 98.83% |