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 | 1.20% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 56,955 | 50,000 | 56,100 CHF | 49,895 CHF | 98.73% | 98.73% |
12/07/2024 | 1.22% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,412 CHF | 52,044 CHF | 99.38% | 99.38% |
11/07/2024 | 1.34% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 56,843 CHF | 48,007 CHF | 99.16% | 99.16% |
10/07/2024 | 1.34% | 0.96 CHF | 0.98 CHF | 60,000 | 50,000 | 59,193 | 50,000 | 58,112 CHF | 49,763 CHF | 100.00% | 100.00% |
09/07/2024 | 1.29% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 58,112 | 50,000 | 56,569 CHF | 49,370 CHF | 100.00% | 100.00% |
08/07/2024 | 1.24% | 1.03 CHF | 1.05 CHF | 50,000 | 50,000 | 56,538 | 50,000 | 55,998 CHF | 50,203 CHF | 99.79% | 99.79% |
05/07/2024 | 1.42% | 0.88 CHF | 0.89 CHF | 60,000 | 50,000 | 60,809 | 50,000 | 52,256 CHF | 43,601 CHF | 99.62% | 99.62% |
04/07/2024 | 1.81% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,661 CHF | 39,756 CHF | 100.00% | 100.00% |
03/07/2024 | 1.50% | 0.78 CHF | 0.79 CHF | 70,000 | 50,000 | 67,766 | 50,000 | 53,752 CHF | 40,336 CHF | 99.72% | 99.72% |
02/07/2024 | 1.42% | 0.87 CHF | 0.89 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 52,636 CHF | 44,491 CHF | 100.00% | 100.00% |