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% | 0.98 CHF | 0.99 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 59,660 CHF | 60,260 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 59,622 CHF | 60,222 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 60,000 | 60,000 | 59,957 | 59,957 | 59,624 CHF | 60,224 CHF | 99.98% | 99.98% |
10/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 58,092 CHF | 58,694 CHF | 100.00% | 100.00% |
09/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60,000 | 60,000 | 60,500 | 60,500 | 57,911 CHF | 58,516 CHF | 100.00% | 100.00% |
08/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 58,577 CHF | 59,179 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 57,620 CHF | 58,223 CHF | 100.00% | 100.00% |
04/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 58,137 CHF | 58,737 CHF | 100.00% | 100.00% |
03/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 60,000 | 60,000 | 61,916 | 61,916 | 58,353 CHF | 58,973 CHF | 100.00% | 100.00% |
02/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 58,906 CHF | 59,556 CHF | 100.00% | 100.00% |