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 | 1.57% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,561 CHF | 32,061 CHF | 100.00% | 100.00% |
12/07/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 49,999 | 50,000 | 32,475 CHF | 32,975 CHF | 98.98% | 98.98% |
11/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,690 CHF | 32,190 CHF | 99.95% | 99.95% |
10/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 49,999 | 50,000 | 30,366 CHF | 30,867 CHF | 99.84% | 99.84% |
09/07/2024 | 1.85% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 49,999 | 50,000 | 26,773 CHF | 27,273 CHF | 100.00% | 100.00% |
08/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,400 CHF | 25,900 CHF | 100.00% | 100.00% |
05/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,883 CHF | 25,383 CHF | 100.00% | 100.00% |
04/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,604 CHF | 25,104 CHF | 100.00% | 100.00% |
03/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,149 CHF | 23,649 CHF | 99.51% | 99.51% |
02/07/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,835 CHF | 23,335 CHF | 100.00% | 100.00% |