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 | 2.35% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,072 CHF | 21,572 CHF | 100.00% | 100.00% |
12/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,342 CHF | 21,842 CHF | 98.42% | 98.42% |
11/07/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,709 CHF | 21,209 CHF | 84.85% | 84.85% |
10/07/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,203 CHF | 20,703 CHF | 99.78% | 99.78% |
09/07/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,829 CHF | 19,329 CHF | 100.00% | 100.00% |
08/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,525 CHF | 19,025 CHF | 98.99% | 98.99% |
05/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,613 CHF | 19,113 CHF | 100.00% | 100.00% |
04/07/2024 | 2.68% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,437 CHF | 18,937 CHF | 98.17% | 98.17% |
03/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,593 CHF | 18,093 CHF | 100.00% | 100.00% |
02/07/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,874 CHF | 17,374 CHF | 100.00% | 100.00% |