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 | 0.96% | 1.44 CHF | 1.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,929 CHF | 73,632 CHF | 99.68% | 99.68% |
12/07/2024 | 1.02% | 1.45 CHF | 1.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 69,822 CHF | 70,538 CHF | 99.01% | 99.01% |
11/07/2024 | 1.06% | 1.38 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,335 CHF | 68,050 CHF | 98.52% | 98.52% |
10/07/2024 | 1.20% | 1.31 CHF | 1.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,114 CHF | 64,885 CHF | 100.00% | 100.00% |
09/07/2024 | 1.17% | 1.25 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,357 CHF | 65,112 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 1.26 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,136 CHF | 64,865 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 1.24 CHF | 1.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,836 CHF | 62,492 CHF | 98.98% | 98.98% |
04/07/2024 | 1.21% | 1.17 CHF | 1.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,186 CHF | 58,892 CHF | 100.00% | 100.00% |
03/07/2024 | 1.14% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,789 CHF | 57,437 CHF | 100.00% | 100.00% |
02/07/2024 | 1.22% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,871 | 50,000 | 52,560 CHF | 52,349 CHF | 100.00% | 100.00% |