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 | 1.09% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,790 CHF | 46,290 CHF | 99.39% | 99.39% |
12/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,239 CHF | 45,739 CHF | 99.09% | 99.09% |
11/07/2024 | 1.13% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,961 CHF | 44,461 CHF | 85.66% | 85.66% |
10/07/2024 | 1.04% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,922 CHF | 48,422 CHF | 95.50% | 95.50% |
09/07/2024 | 0.99% | 1.06 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,449 CHF | 50,949 CHF | 99.06% | 99.06% |
08/07/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,016 CHF | 41,516 CHF | 99.24% | 99.24% |
05/07/2024 | 1.35% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,845 CHF | 37,345 CHF | 96.23% | 96.23% |
04/07/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,416 CHF | 66,916 CHF | 99.39% | 99.39% |
03/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,958 CHF | 70,458 CHF | 98.64% | 98.64% |
02/07/2024 | 0.66% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 75,071 CHF | 75,571 CHF | 99.07% | 99.07% |