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 | 1.56% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,794 CHF | 32,294 CHF | 100.00% | 100.00% |
12/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,087 CHF | 32,587 CHF | 98.42% | 98.42% |
11/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,339 CHF | 31,839 CHF | 99.17% | 99.17% |
10/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,986 CHF | 31,486 CHF | 99.78% | 99.78% |
09/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,537 CHF | 30,037 CHF | 100.00% | 100.00% |
08/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,334 CHF | 29,834 CHF | 98.99% | 98.99% |
05/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,403 CHF | 29,903 CHF | 100.00% | 100.00% |
04/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,030 CHF | 29,530 CHF | 98.17% | 98.17% |
03/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,397 CHF | 28,897 CHF | 100.00% | 100.00% |
02/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,640 CHF | 28,140 CHF | 100.00% | 100.00% |