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 | 2.06% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,988 CHF | 24,488 CHF | 100.00% | 100.00% |
12/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,487 CHF | 23,987 CHF | 100.00% | 100.00% |
11/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,120 CHF | 23,620 CHF | 71.59% | 71.59% |
10/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,498 CHF | 23,998 CHF | 100.00% | 100.00% |
09/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,933 CHF | 23,433 CHF | 100.00% | 100.00% |
08/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,449 CHF | 22,949 CHF | 100.00% | 100.00% |
05/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,919 CHF | 22,419 CHF | 100.00% | 100.00% |
04/07/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,109 CHF | 22,609 CHF | 100.00% | 100.00% |
03/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,543 CHF | 23,043 CHF | 100.00% | 100.00% |
02/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,981 CHF | 23,481 CHF | 100.00% | 100.00% |