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 | 0.93% | 1.05 CHF | 1.06 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,586 CHF | 27,043 CHF | 97.10% | 97.10% |
12/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 53,679 CHF | 27,090 CHF | 99.01% | 99.01% |
11/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,344 CHF | 27,922 CHF | 99.09% | 99.09% |
10/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 54,342 CHF | 27,421 CHF | 100.00% | 100.00% |
09/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 55,091 CHF | 27,796 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 1.12 CHF | 1.13 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 56,922 CHF | 28,711 CHF | 100.00% | 100.00% |
05/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 57,742 CHF | 29,121 CHF | 61.81% | 61.81% |
04/07/2024 | 1.48% | 1.11 CHF | 1.12 CHF | 50,000 | 25,000 | 15,289 | 13,430 | 16,853 CHF | 15,018 CHF | 100.00% | 100.00% |
03/07/2024 | 1.53% | 1.13 CHF | 1.14 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 14,108 CHF | 14,326 CHF | 99.73% | 99.73% |
02/07/2024 | 1.66% | 1.09 CHF | 1.11 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 13,484 CHF | 13,710 CHF | 100.00% | 100.00% |