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 | 1.00% | 0.97 CHF | 0.98 CHF | 60,000 | 25,000 | 54,350 | 25,000 | 54,046 CHF | 25,141 CHF | 97.10% | 97.10% |
12/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 50,000 | 25,000 | 54,858 | 25,000 | 54,661 CHF | 25,188 CHF | 99.01% | 99.01% |
11/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 51,547 CHF | 26,024 CHF | 99.09% | 99.09% |
10/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 50,598 CHF | 25,549 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 51,328 CHF | 25,914 CHF | 100.00% | 100.00% |
08/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,186 CHF | 26,843 CHF | 100.00% | 100.00% |
05/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,982 CHF | 27,241 CHF | 60.60% | 60.60% |
04/07/2024 | 1.60% | 1.03 CHF | 1.04 CHF | 50,000 | 25,000 | 15,289 | 13,430 | 15,701 CHF | 14,002 CHF | 100.00% | 100.00% |
03/07/2024 | 1.76% | 1.05 CHF | 1.07 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 13,147 CHF | 13,380 CHF | 99.73% | 99.73% |
02/07/2024 | 1.75% | 1.02 CHF | 1.03 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 12,541 CHF | 12,763 CHF | 100.00% | 100.00% |