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 | 1.23% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,686 CHF | 47,820 CHF | 99.72% | 99.72% |
12/07/2024 | 1.13% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 59,807 | 50,000 | 58,733 CHF | 49,662 CHF | 99.01% | 99.01% |
11/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 51,064 | 50,000 | 51,404 CHF | 50,852 CHF | 99.09% | 99.09% |
10/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 59,694 | 50,000 | 58,283 CHF | 49,324 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 0.95 CHF | 0.96 CHF | 60,000 | 50,000 | 50,996 | 50,000 | 51,509 CHF | 51,028 CHF | 100.00% | 100.00% |
08/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,429 | 50,000 | 52,371 CHF | 52,448 CHF | 100.00% | 100.00% |
05/07/2024 | 1.22% | 0.98 CHF | 0.99 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,764 CHF | 47,881 CHF | 94.77% | 94.77% |
04/07/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 54,174 CHF | 45,645 CHF | 100.00% | 100.00% |
03/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,191 CHF | 44,826 CHF | 99.82% | 99.82% |
02/07/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,179 CHF | 43,983 CHF | 100.00% | 100.00% |