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 | 2.98% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,541 CHF | 17,041 CHF | 100.00% | 100.00% |
12/07/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,560 CHF | 17,060 CHF | 98.40% | 98.40% |
11/07/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,046 CHF | 17,546 CHF | 88.44% | 88.44% |
10/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,722 CHF | 18,222 CHF | 99.80% | 99.80% |
09/07/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,212 CHF | 17,712 CHF | 100.00% | 100.00% |
08/07/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,032 CHF | 17,532 CHF | 98.98% | 98.98% |
05/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,769 CHF | 17,269 CHF | 100.00% | 100.00% |
04/07/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,603 CHF | 17,103 CHF | 98.17% | 98.17% |
03/07/2024 | 2.89% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,033 CHF | 17,533 CHF | 100.00% | 100.00% |
02/07/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,871 CHF | 18,371 CHF | 100.00% | 100.00% |