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% | 1.02 CHF | 1.03 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,307 CHF | 26,403 CHF | 97.10% | 97.10% |
12/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 52,430 CHF | 26,465 CHF | 99.01% | 99.01% |
11/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,088 CHF | 27,294 CHF | 99.09% | 99.09% |
10/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,098 CHF | 26,799 CHF | 100.00% | 100.00% |
09/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,862 CHF | 27,181 CHF | 100.00% | 100.00% |
08/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,686 CHF | 28,093 CHF | 100.00% | 100.00% |
05/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 56,571 CHF | 28,536 CHF | 61.81% | 61.81% |
04/07/2024 | 1.51% | 1.08 CHF | 1.09 CHF | 50,000 | 25,000 | 15,289 | 13,430 | 16,475 CHF | 14,680 CHF | 100.00% | 100.00% |
03/07/2024 | 1.51% | 1.10 CHF | 1.12 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 13,800 CHF | 14,010 CHF | 99.73% | 99.73% |
02/07/2024 | 1.52% | 1.07 CHF | 1.08 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 13,185 CHF | 13,388 CHF | 100.00% | 100.00% |