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 | 1.60% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,110 CHF | 31,610 CHF | 100.00% | 100.00% |
12/07/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,118 CHF | 31,618 CHF | 98.47% | 98.47% |
11/07/2024 | 1.77% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,109 CHF | 28,609 CHF | 98.83% | 98.83% |
10/07/2024 | 3.57% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,779 CHF | 14,279 CHF | 99.80% | 99.80% |
09/07/2024 | 3.32% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,827 CHF | 15,327 CHF | 100.00% | 100.00% |
08/07/2024 | 3.05% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,154 CHF | 16,654 CHF | 98.99% | 98.99% |
05/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,726 CHF | 18,226 CHF | 100.00% | 100.00% |
04/07/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,555 CHF | 18,055 CHF | 98.17% | 98.17% |
03/07/2024 | 2.67% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,510 CHF | 19,010 CHF | 100.00% | 100.00% |
02/07/2024 | 2.39% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,735 CHF | 21,235 CHF | 100.00% | 100.00% |