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 | 1.83% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,050 CHF | 27,550 CHF | 100.00% | 100.00% |
12/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,275 CHF | 26,775 CHF | 97.77% | 97.77% |
11/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,553 CHF | 28,053 CHF | 93.87% | 93.87% |
10/07/2024 | 1.66% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,887 CHF | 30,387 CHF | 99.76% | 99.76% |
09/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,873 CHF | 32,373 CHF | 100.00% | 100.00% |
08/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,957 CHF | 30,457 CHF | 98.99% | 98.99% |
05/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,969 CHF | 29,469 CHF | 100.00% | 100.00% |
04/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,048 CHF | 29,548 CHF | 98.15% | 98.15% |
03/07/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,246 CHF | 30,746 CHF | 100.00% | 100.00% |
02/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,001 CHF | 32,501 CHF | 100.00% | 100.00% |