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 | 1.17% | 1.22 CHF | 1.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,864 CHF | 62,594 CHF | 99.68% | 99.68% |
12/07/2024 | 1.30% | 1.22 CHF | 1.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,769 CHF | 59,538 CHF | 99.01% | 99.01% |
11/07/2024 | 1.12% | 1.16 CHF | 1.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,342 CHF | 56,976 CHF | 99.08% | 99.08% |
10/07/2024 | 1.31% | 1.09 CHF | 1.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,114 CHF | 53,815 CHF | 100.00% | 100.00% |
09/07/2024 | 1.30% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,332 CHF | 54,032 CHF | 100.00% | 100.00% |
08/07/2024 | 1.36% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,136 CHF | 53,865 CHF | 100.00% | 100.00% |
05/07/2024 | 1.37% | 1.02 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,763 CHF | 51,465 CHF | 98.98% | 98.98% |
04/07/2024 | 1.48% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,186 CHF | 47,892 CHF | 100.00% | 100.00% |
03/07/2024 | 1.41% | 0.90 CHF | 0.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,789 CHF | 46,437 CHF | 100.00% | 100.00% |
02/07/2024 | 1.79% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,616 CHF | 41,349 CHF | 100.00% | 100.00% |