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 | 4.73% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,346 CHF | 10,846 CHF | 100.00% | 100.00% |
12/07/2024 | 4.53% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,796 CHF | 11,296 CHF | 98.41% | 98.41% |
11/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,254 CHF | 11,754 CHF | 98.65% | 98.65% |
10/07/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,310 CHF | 11,810 CHF | 99.80% | 99.80% |
09/07/2024 | 3.92% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,510 CHF | 13,010 CHF | 100.00% | 100.00% |
08/07/2024 | 3.58% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,725 CHF | 14,225 CHF | 98.99% | 98.99% |
05/07/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,621 CHF | 14,121 CHF | 100.00% | 100.00% |
04/07/2024 | 3.80% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,924 CHF | 13,424 CHF | 98.16% | 98.16% |
03/07/2024 | 4.40% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,147 CHF | 11,647 CHF | 100.00% | 100.00% |
02/07/2024 | 5.58% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,753 CHF | 9,253 CHF | 100.00% | 100.00% |