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 | 0.89% | 1.10 CHF | 1.11 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,907 CHF | 28,203 CHF | 97.10% | 97.10% |
12/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,958 CHF | 28,229 CHF | 99.01% | 99.01% |
11/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,629 CHF | 29,064 CHF | 99.09% | 99.09% |
10/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 56,670 CHF | 28,585 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,451 CHF | 28,975 CHF | 100.00% | 100.00% |
08/07/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 59,322 CHF | 29,911 CHF | 100.00% | 100.00% |
05/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 60,136 CHF | 30,318 CHF | 61.81% | 61.81% |
04/07/2024 | 1.45% | 1.15 CHF | 1.16 CHF | 50,000 | 25,000 | 15,289 | 13,430 | 17,556 CHF | 15,636 CHF | 100.00% | 100.00% |
03/07/2024 | 1.44% | 1.17 CHF | 1.19 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 14,681 CHF | 14,894 CHF | 99.73% | 99.73% |
02/07/2024 | 1.59% | 1.14 CHF | 1.16 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 14,066 CHF | 14,291 CHF | 100.00% | 100.00% |