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 | 2.40% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,576 CHF | 21,076 CHF | 100.00% | 100.00% |
12/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,367 CHF | 20,867 CHF | 98.42% | 98.42% |
11/07/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,882 CHF | 21,382 CHF | 81.65% | 81.65% |
10/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,460 CHF | 21,960 CHF | 99.78% | 99.78% |
09/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,844 CHF | 23,344 CHF | 100.00% | 100.00% |
08/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,112 CHF | 23,612 CHF | 98.99% | 98.99% |
05/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,097 CHF | 23,597 CHF | 100.00% | 100.00% |
04/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,494 CHF | 23,994 CHF | 98.17% | 98.17% |
03/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,145 CHF | 24,645 CHF | 100.00% | 100.00% |
02/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,895 CHF | 25,395 CHF | 100.00% | 100.00% |