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 | 1.82% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,185 CHF | 27,685 CHF | 100.00% | 100.00% |
12/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,002 CHF | 27,502 CHF | 98.39% | 98.39% |
11/07/2024 | 1.97% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,203 CHF | 25,703 CHF | 90.92% | 90.92% |
10/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,356 CHF | 24,856 CHF | 99.80% | 99.80% |
09/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,237 CHF | 24,737 CHF | 100.00% | 100.00% |
08/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,124 CHF | 24,624 CHF | 98.99% | 98.99% |
05/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,667 CHF | 24,167 CHF | 100.00% | 100.00% |
04/07/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,274 CHF | 23,774 CHF | 98.17% | 98.17% |
03/07/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,171 CHF | 22,671 CHF | 100.00% | 100.00% |
02/07/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,173 CHF | 22,673 CHF | 100.00% | 100.00% |