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 | 1.48% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,580 CHF | 34,080 CHF | 100.00% | 100.00% |
12/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,156 CHF | 33,656 CHF | 98.41% | 98.41% |
11/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,746 CHF | 33,246 CHF | 98.65% | 98.65% |
10/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,691 CHF | 33,191 CHF | 99.80% | 99.80% |
09/07/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,490 CHF | 31,990 CHF | 100.00% | 100.00% |
08/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,360 CHF | 30,860 CHF | 98.97% | 98.97% |
05/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,459 CHF | 30,959 CHF | 100.00% | 100.00% |
04/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,216 CHF | 31,716 CHF | 98.16% | 98.16% |
03/07/2024 | 1.50% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,013 CHF | 33,513 CHF | 100.00% | 100.00% |
02/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,418 CHF | 35,918 CHF | 100.00% | 100.00% |