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 | 1.93% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 24,826 CHF | 25,309 CHF | 100.00% | 100.00% |
12/07/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 26,971 CHF | 27,449 CHF | 100.00% | 100.00% |
11/07/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 49,000 | 49,000 | 47,709 | 47,709 | 27,495 CHF | 27,973 CHF | 100.00% | 100.00% |
10/07/2024 | 2.00% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 24,214 CHF | 24,702 CHF | 100.00% | 100.00% |
09/07/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 26,174 CHF | 26,660 CHF | 100.00% | 100.00% |
08/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 24,711 CHF | 25,198 CHF | 100.00% | 100.00% |
05/07/2024 | 1.64% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 47,919 | 47,919 | 29,075 CHF | 29,554 CHF | 99.82% | 99.82% |
04/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 32,932 CHF | 33,409 CHF | 99.50% | 99.50% |
03/07/2024 | 1.60% | 0.66 CHF | 0.67 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 29,702 CHF | 30,181 CHF | 99.37% | 99.37% |
02/07/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 51,000 | 51,000 | 49,538 | 49,538 | 23,784 CHF | 24,279 CHF | 100.00% | 100.00% |