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 | 1.50% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,632 CHF | 53,429 CHF | 99.68% | 99.68% |
12/07/2024 | 1.38% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,631 CHF | 50,322 CHF | 99.01% | 99.01% |
11/07/2024 | 1.66% | 0.98 CHF | 0.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,050 CHF | 47,835 CHF | 98.52% | 98.52% |
10/07/2024 | 1.40% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,994 CHF | 44,614 CHF | 100.00% | 100.00% |
09/07/2024 | 1.52% | 0.84 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,155 CHF | 44,832 CHF | 100.00% | 100.00% |
08/07/2024 | 1.65% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,909 CHF | 44,636 CHF | 100.00% | 100.00% |
05/07/2024 | 1.48% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,642 CHF | 42,263 CHF | 98.98% | 98.98% |
04/07/2024 | 1.76% | 0.76 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,010 CHF | 38,686 CHF | 100.00% | 100.00% |
03/07/2024 | 1.90% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,587 CHF | 37,289 CHF | 100.00% | 100.00% |
02/07/2024 | 2.07% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,472 CHF | 32,128 CHF | 100.00% | 100.00% |