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 | 1.28% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,761 CHF | 39,261 CHF | 100.00% | 100.00% |
12/07/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,500 CHF | 40,000 CHF | 98.98% | 98.98% |
11/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,730 CHF | 39,230 CHF | 99.94% | 99.94% |
10/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,401 CHF | 37,901 CHF | 99.85% | 99.85% |
09/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,038 CHF | 34,538 CHF | 100.00% | 100.00% |
08/07/2024 | 1.52% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,592 CHF | 33,092 CHF | 100.00% | 100.00% |
05/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,234 CHF | 32,734 CHF | 100.00% | 100.00% |
04/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,642 CHF | 32,142 CHF | 100.00% | 100.00% |
03/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,183 CHF | 30,683 CHF | 99.51% | 99.51% |
02/07/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,853 CHF | 30,353 CHF | 100.00% | 100.00% |