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 | 3.27% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,054 CHF | 15,554 CHF | 100.00% | 100.00% |
12/07/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,881 CHF | 15,381 CHF | 98.49% | 98.49% |
11/07/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,743 CHF | 15,243 CHF | 69.28% | 69.28% |
10/07/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,844 CHF | 15,344 CHF | 99.79% | 99.79% |
09/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,500 CHF | 15,000 CHF | 100.00% | 100.00% |
08/07/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,736 CHF | 15,236 CHF | 98.98% | 98.98% |
05/07/2024 | 3.28% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,000 CHF | 15,500 CHF | 100.00% | 100.00% |
04/07/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,850 CHF | 15,350 CHF | 98.17% | 98.17% |
03/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,500 CHF | 15,000 CHF | 100.00% | 100.00% |
02/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,024 CHF | 14,524 CHF | 100.00% | 100.00% |