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 | 1.14% | 1.32 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,094 CHF | 67,864 CHF | 99.68% | 99.68% |
12/07/2024 | 1.14% | 1.33 CHF | 1.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,038 CHF | 64,769 CHF | 99.01% | 99.01% |
11/07/2024 | 1.15% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,550 CHF | 62,264 CHF | 98.52% | 98.52% |
10/07/2024 | 1.20% | 1.19 CHF | 1.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,385 CHF | 59,088 CHF | 100.00% | 100.00% |
09/07/2024 | 1.15% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,612 CHF | 59,289 CHF | 100.00% | 100.00% |
08/07/2024 | 1.21% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,365 CHF | 59,076 CHF | 100.00% | 100.00% |
05/07/2024 | 1.24% | 1.13 CHF | 1.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,992 CHF | 56,692 CHF | 98.98% | 98.98% |
04/07/2024 | 1.33% | 1.05 CHF | 1.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,438 CHF | 53,139 CHF | 100.00% | 100.00% |
03/07/2024 | 1.33% | 1.00 CHF | 1.02 CHF | 50,000 | 50,000 | 50,382 | 50,000 | 51,414 CHF | 51,718 CHF | 97.26% | 97.26% |
02/07/2024 | 1.42% | 0.96 CHF | 0.97 CHF | 60,000 | 50,000 | 60,005 | 50,000 | 55,109 CHF | 46,579 CHF | 100.00% | 100.00% |