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 | 0.98% | 1.01 CHF | 1.02 CHF | 50,000 | 20,000 | 50,274 | 20,000 | 50,857 CHF | 20,434 CHF | 93.13% | 93.13% |
12/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 56,543 CHF | 19,048 CHF | 99.01% | 99.01% |
11/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60,000 | 20,000 | 59,457 | 20,000 | 57,821 CHF | 19,655 CHF | 99.08% | 99.08% |
10/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 50,000 | 20,000 | 52,453 | 20,000 | 52,335 CHF | 20,166 CHF | 100.00% | 100.00% |
09/07/2024 | 1.04% | 0.94 CHF | 0.95 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 57,575 CHF | 19,392 CHF | 100.00% | 100.00% |
08/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 57,919 CHF | 19,506 CHF | 98.29% | 98.29% |
05/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 60,000 | 20,000 | 56,746 | 20,000 | 55,991 CHF | 19,951 CHF | 93.65% | 93.65% |
04/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60,000 | 20,000 | 60,000 | 20,000 | 58,922 CHF | 19,841 CHF | 100.00% | 100.00% |
03/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 56,142 CHF | 23,642 CHF | 99.73% | 99.73% |
02/07/2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 64,048 | 25,000 | 53,458 CHF | 21,145 CHF | 99.30% | 99.30% |