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 | 2.36% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,002 CHF | 21,502 CHF | 100.00% | 100.00% |
12/07/2024 | 2.36% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,961 CHF | 21,461 CHF | 98.44% | 98.44% |
11/07/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,376 CHF | 19,876 CHF | 99.69% | 99.69% |
10/07/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,330 CHF | 20,830 CHF | 99.77% | 99.77% |
09/07/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,549 CHF | 20,049 CHF | 100.00% | 100.00% |
08/07/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,695 CHF | 18,195 CHF | 98.99% | 98.99% |
05/07/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,921 CHF | 17,421 CHF | 100.00% | 100.00% |
04/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,648 CHF | 20,148 CHF | 98.15% | 98.15% |
03/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,275 CHF | 18,775 CHF | 100.00% | 100.00% |
02/07/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,737 CHF | 21,237 CHF | 100.00% | 100.00% |