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 | 1.21% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,176 CHF | 41,676 CHF | 99.39% | 99.39% |
12/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,062 CHF | 37,562 CHF | 99.09% | 99.09% |
11/07/2024 | 1.26% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,449 CHF | 39,949 CHF | 98.52% | 98.52% |
10/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,011 CHF | 42,511 CHF | 95.47% | 95.47% |
09/07/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,416 CHF | 42,916 CHF | 99.04% | 99.04% |
08/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,640 CHF | 41,140 CHF | 99.24% | 99.24% |
05/07/2024 | 1.18% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,020 CHF | 42,520 CHF | 99.39% | 99.39% |
04/07/2024 | 1.06% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,869 CHF | 47,369 CHF | 99.39% | 99.39% |
03/07/2024 | 0.92% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,223 CHF | 54,723 CHF | 98.64% | 98.64% |
02/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,425 CHF | 55,925 CHF | 99.07% | 99.07% |