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 | 1.51% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,982 CHF | 33,482 CHF | 100.00% | 100.00% |
12/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,645 CHF | 35,145 CHF | 98.43% | 98.43% |
11/07/2024 | 1.14% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,717 CHF | 44,217 CHF | 95.83% | 95.83% |
10/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,647 CHF | 45,147 CHF | 99.80% | 99.80% |
09/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,694 CHF | 44,194 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,856 CHF | 44,356 CHF | 98.99% | 98.99% |
05/07/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,022 CHF | 43,522 CHF | 100.00% | 100.00% |
04/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,982 CHF | 44,482 CHF | 98.17% | 98.17% |
03/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,271 CHF | 44,771 CHF | 100.00% | 100.00% |
02/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 43,299 CHF | 43,799 CHF | 100.00% | 100.00% |