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 | 1.34% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,940 CHF | 37,440 CHF | 100.00% | 100.00% |
12/07/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,296 CHF | 37,796 CHF | 99.77% | 99.77% |
11/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,829 CHF | 38,329 CHF | 100.00% | 100.00% |
10/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,939 CHF | 39,439 CHF | 94.71% | 94.71% |
09/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,188 CHF | 39,688 CHF | 99.67% | 99.67% |
08/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,806 CHF | 39,306 CHF | 100.00% | 100.00% |
05/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,472 CHF | 39,972 CHF | 100.00% | 100.00% |
04/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,019 CHF | 40,519 CHF | 100.00% | 100.00% |
03/07/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,891 CHF | 42,391 CHF | 99.33% | 99.33% |
02/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,392 CHF | 43,892 CHF | 99.62% | 99.62% |