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 | 2.41% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,492 CHF | 20,992 CHF | 100.00% | 100.00% |
12/07/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,000 CHF | 20,500 CHF | 100.00% | 100.00% |
11/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,700 CHF | 20,200 CHF | 71.60% | 71.60% |
10/07/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,000 CHF | 20,500 CHF | 100.00% | 100.00% |
09/07/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,464 CHF | 19,964 CHF | 100.00% | 100.00% |
08/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,994 CHF | 19,494 CHF | 100.00% | 100.00% |
05/07/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,436 CHF | 18,936 CHF | 100.00% | 100.00% |
04/07/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,848 CHF | 19,348 CHF | 100.00% | 100.00% |
03/07/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,098 CHF | 19,598 CHF | 100.00% | 100.00% |
02/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,484 CHF | 19,984 CHF | 100.00% | 100.00% |