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 | 5.79% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,995 CHF | 11,652 CHF | 100.00% | 100.00% |
12/07/2024 | 5.51% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,580 CHF | 12,237 CHF | 100.00% | 100.00% |
11/07/2024 | 4.86% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,938 CHF | 12,532 CHF | 71.61% | 71.61% |
10/07/2024 | 5.44% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,748 CHF | 12,405 CHF | 100.00% | 100.00% |
09/07/2024 | 3.96% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,382 CHF | 12,882 CHF | 100.00% | 100.00% |
08/07/2024 | 3.84% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,764 CHF | 13,264 CHF | 100.00% | 100.00% |
05/07/2024 | 3.70% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,267 CHF | 13,767 CHF | 100.00% | 100.00% |
04/07/2024 | 3.77% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,000 CHF | 13,500 CHF | 100.00% | 100.00% |
03/07/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,959 CHF | 13,459 CHF | 100.00% | 100.00% |
02/07/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,593 CHF | 13,093 CHF | 100.00% | 100.00% |