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% | 1.23 CHF | 1.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,788 CHF | 63,526 CHF | 99.68% | 99.68% |
12/07/2024 | 1.10% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,731 CHF | 60,390 CHF | 99.01% | 99.01% |
11/07/2024 | 1.17% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 57,212 CHF | 57,885 CHF | 99.09% | 99.09% |
10/07/2024 | 1.06% | 1.11 CHF | 1.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,062 CHF | 54,638 CHF | 100.00% | 100.00% |
09/07/2024 | 1.22% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,289 CHF | 54,954 CHF | 100.00% | 100.00% |
08/07/2024 | 1.21% | 1.06 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,029 CHF | 54,684 CHF | 100.00% | 100.00% |
05/07/2024 | 1.24% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,692 CHF | 52,336 CHF | 98.98% | 98.98% |
04/07/2024 | 1.42% | 0.97 CHF | 0.98 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 57,698 CHF | 48,770 CHF | 100.00% | 100.00% |
03/07/2024 | 1.38% | 0.92 CHF | 0.93 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 55,970 CHF | 47,289 CHF | 100.00% | 100.00% |
02/07/2024 | 1.70% | 0.87 CHF | 0.88 CHF | 60,000 | 50,000 | 66,735 | 50,000 | 55,287 CHF | 42,214 CHF | 100.00% | 100.00% |