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 | 3.63% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,523 CHF | 14,023 CHF | 100.00% | 100.00% |
12/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,026 CHF | 13,526 CHF | 100.00% | 100.00% |
11/07/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,825 CHF | 13,325 CHF | 71.57% | 71.57% |
10/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,001 CHF | 13,501 CHF | 100.00% | 100.00% |
09/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,499 CHF | 12,999 CHF | 100.00% | 100.00% |
08/07/2024 | 4.60% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,993 CHF | 12,559 CHF | 100.00% | 100.00% |
05/07/2024 | 5.49% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,601 CHF | 12,257 CHF | 100.00% | 100.00% |
04/07/2024 | 5.43% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,750 CHF | 12,407 CHF | 100.00% | 100.00% |
03/07/2024 | 4.03% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,160 CHF | 12,660 CHF | 100.00% | 100.00% |
02/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,490 CHF | 12,990 CHF | 100.00% | 100.00% |