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 | 2.90% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,059 CHF | 17,559 CHF | 100.00% | 100.00% |
12/07/2024 | 3.02% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,367 CHF | 16,867 CHF | 98.43% | 98.43% |
11/07/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,227 CHF | 16,727 CHF | 98.74% | 98.74% |
10/07/2024 | 2.85% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,307 CHF | 17,807 CHF | 99.78% | 99.78% |
09/07/2024 | 2.55% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,440 CHF | 19,940 CHF | 100.00% | 100.00% |
08/07/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,991 CHF | 16,491 CHF | 98.98% | 98.98% |
05/07/2024 | 2.96% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,701 CHF | 17,201 CHF | 100.00% | 100.00% |
04/07/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,871 CHF | 12,371 CHF | 98.16% | 98.16% |
03/07/2024 | 3.75% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,140 CHF | 13,640 CHF | 100.00% | 100.00% |
02/07/2024 | 4.03% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,169 CHF | 12,669 CHF | 100.00% | 100.00% |