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 | 1.69% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,398 CHF | 29,898 CHF | 100.00% | 100.00% |
12/07/2024 | 1.77% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,104 CHF | 28,604 CHF | 98.43% | 98.43% |
11/07/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,699 CHF | 28,199 CHF | 95.34% | 95.34% |
10/07/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,173 CHF | 29,673 CHF | 99.78% | 99.78% |
09/07/2024 | 1.56% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,803 CHF | 32,303 CHF | 100.00% | 100.00% |
08/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,490 CHF | 27,990 CHF | 98.97% | 98.97% |
05/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,291 CHF | 28,791 CHF | 100.00% | 100.00% |
04/07/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,227 CHF | 21,727 CHF | 98.16% | 98.16% |
03/07/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,083 CHF | 23,583 CHF | 100.00% | 100.00% |
02/07/2024 | 2.28% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,668 CHF | 22,168 CHF | 100.00% | 100.00% |