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 | 1.61% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,847 CHF | 31,347 CHF | 99.39% | 99.39% |
12/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,957 CHF | 32,457 CHF | 99.06% | 99.06% |
11/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,267 CHF | 31,767 CHF | 98.27% | 98.27% |
10/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,399 CHF | 32,899 CHF | 95.50% | 95.50% |
09/07/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,115 CHF | 33,615 CHF | 99.06% | 99.06% |
08/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,473 CHF | 35,973 CHF | 99.24% | 99.24% |
05/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,387 CHF | 36,887 CHF | 99.39% | 99.39% |
04/07/2024 | 1.60% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,054 CHF | 31,554 CHF | 99.39% | 99.39% |
03/07/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,913 CHF | 19,413 CHF | 98.62% | 98.62% |
02/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,518 CHF | 16,018 CHF | 99.07% | 99.07% |