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 | 1.29% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,675 CHF | 39,175 CHF | 99.72% | 99.72% |
12/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,551 CHF | 41,051 CHF | 99.01% | 99.01% |
11/07/2024 | 1.53% | 0.81 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,670 CHF | 42,312 CHF | 99.09% | 99.09% |
10/07/2024 | 1.66% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,057 CHF | 40,727 CHF | 100.00% | 100.00% |
09/07/2024 | 1.19% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,845 CHF | 42,345 CHF | 100.00% | 100.00% |
08/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,263 CHF | 43,763 CHF | 100.00% | 100.00% |
05/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,748 CHF | 39,248 CHF | 98.86% | 98.86% |
04/07/2024 | 1.57% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,502 CHF | 37,080 CHF | 100.00% | 100.00% |
03/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,756 CHF | 36,256 CHF | 99.82% | 99.82% |
02/07/2024 | 1.43% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,812 CHF | 35,312 CHF | 100.00% | 100.00% |