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 | 2.04% | 0.48 CHF | 0.49 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 19,446 CHF | 19,846 CHF | 100.00% | 100.00% |
12/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 19,299 CHF | 19,699 CHF | 98.42% | 98.42% |
11/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 19,483 CHF | 19,883 CHF | 94.15% | 94.15% |
10/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 19,839 CHF | 20,239 CHF | 99.79% | 99.79% |
09/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 20,779 CHF | 21,179 CHF | 100.00% | 100.00% |
08/07/2024 | 1.91% | 0.53 CHF | 0.54 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 20,787 CHF | 21,187 CHF | 98.99% | 98.99% |
05/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 20,487 CHF | 20,887 CHF | 100.00% | 100.00% |
04/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 20,674 CHF | 21,074 CHF | 98.17% | 98.17% |
03/07/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 21,274 CHF | 21,674 CHF | 100.00% | 100.00% |
02/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 22,640 CHF | 23,040 CHF | 100.00% | 100.00% |