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 | 2.56% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,347 CHF | 19,847 CHF | 99.39% | 99.39% |
12/07/2024 | 2.45% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,643 CHF | 21,143 CHF | 99.08% | 99.08% |
11/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,630 CHF | 27,130 CHF | 40.10% | 40.10% |
10/07/2024 | 1.62% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 40,043 | 40,047 | 24,402 CHF | 24,805 CHF | 95.45% | 95.45% |
09/07/2024 | 1.51% | 0.61 CHF | 0.62 CHF | 25,000 | 25,000 | 24,990 | 25,000 | 16,486 CHF | 16,743 CHF | 99.03% | 99.03% |
08/07/2024 | 1.33% | 0.71 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,740 CHF | 18,990 CHF | 99.24% | 99.24% |
05/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,651 CHF | 17,901 CHF | 99.39% | 99.39% |
04/07/2024 | 1.60% | 0.66 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,515 CHF | 15,765 CHF | 99.39% | 99.39% |
03/07/2024 | 1.79% | 0.63 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,929 CHF | 14,179 CHF | 98.64% | 98.64% |
02/07/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 24,998 | 10,027 CHF | 10,276 CHF | 99.06% | 99.06% |