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 | 2.32% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,321 CHF | 21,821 CHF | 100.00% | 100.00% |
12/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,381 CHF | 21,881 CHF | 98.40% | 98.40% |
11/07/2024 | 2.37% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,897 CHF | 21,397 CHF | 87.58% | 87.58% |
10/07/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,212 CHF | 20,712 CHF | 99.80% | 99.80% |
09/07/2024 | 2.38% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,786 CHF | 21,286 CHF | 100.00% | 100.00% |
08/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,940 CHF | 21,440 CHF | 98.98% | 98.98% |
05/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,231 CHF | 21,731 CHF | 100.00% | 100.00% |
04/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,397 CHF | 21,897 CHF | 98.17% | 98.17% |
03/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,941 CHF | 21,441 CHF | 100.00% | 100.00% |
02/07/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,129 CHF | 20,629 CHF | 100.00% | 100.00% |