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 | 1.60% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,537 CHF | 46,272 CHF | 97.10% | 97.10% |
12/07/2024 | 1.45% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,213 CHF | 45,873 CHF | 99.01% | 99.01% |
11/07/2024 | 1.53% | 0.88 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,724 CHF | 47,443 CHF | 98.28% | 98.28% |
10/07/2024 | 1.53% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,615 CHF | 52,411 CHF | 98.61% | 98.61% |
09/07/2024 | 1.56% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,885 CHF | 49,654 CHF | 99.16% | 99.16% |
08/07/2024 | 1.54% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,087 CHF | 53,911 CHF | 100.00% | 100.00% |
05/07/2024 | 1.60% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,194 CHF | 54,050 CHF | 98.86% | 98.86% |
04/07/2024 | 1.51% | 1.08 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,692 CHF | 55,525 CHF | 97.21% | 97.21% |
03/07/2024 | 1.72% | 1.12 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,748 CHF | 56,712 CHF | 90.99% | 90.99% |
02/07/2024 | 1.40% | 1.29 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,980 CHF | 67,927 CHF | 98.67% | 98.67% |