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 | 1.45% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,380 CHF | 34,880 CHF | 100.00% | 100.00% |
12/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,837 CHF | 32,337 CHF | 100.00% | 100.00% |
11/07/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,407 CHF | 33,907 CHF | 100.00% | 100.00% |
10/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,648 CHF | 31,148 CHF | 100.00% | 100.00% |
09/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 49,839 | 49,839 | 32,378 CHF | 32,878 CHF | 100.00% | 100.00% |
08/07/2024 | 1.75% | 0.62 CHF | 0.63 CHF | 60,000 | 60,000 | 59,898 | 59,898 | 34,186 CHF | 34,786 CHF | 99.66% | 99.66% |
05/07/2024 | 1.98% | 0.48 CHF | 0.49 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 29,958 CHF | 30,558 CHF | 99.99% | 99.99% |
04/07/2024 | 1.99% | 0.51 CHF | 0.52 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 29,900 CHF | 30,500 CHF | 100.00% | 100.00% |
03/07/2024 | 2.06% | 0.47 CHF | 0.48 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 28,834 CHF | 29,434 CHF | 100.00% | 100.00% |
02/07/2024 | 1.87% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,642 CHF | 27,142 CHF | 100.00% | 100.00% |