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 | 2.20% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,472 CHF | 22,972 CHF | 100.00% | 100.00% |
12/07/2024 | 2.21% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,426 CHF | 22,926 CHF | 98.46% | 98.46% |
11/07/2024 | 1.94% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,567 CHF | 26,067 CHF | 98.69% | 98.69% |
10/07/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,882 CHF | 40,382 CHF | 99.80% | 99.80% |
09/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,837 CHF | 39,337 CHF | 100.00% | 100.00% |
08/07/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,479 CHF | 37,979 CHF | 98.99% | 98.99% |
05/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,064 CHF | 36,564 CHF | 100.00% | 100.00% |
04/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,237 CHF | 36,737 CHF | 98.17% | 98.17% |
03/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,128 CHF | 35,628 CHF | 100.00% | 100.00% |
02/07/2024 | 1.50% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,049 CHF | 33,549 CHF | 100.00% | 100.00% |