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 | 4.97% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,820 CHF | 10,320 CHF | 100.00% | 100.00% |
12/07/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,593 CHF | 10,093 CHF | 98.47% | 98.47% |
11/07/2024 | 5.02% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,716 CHF | 10,216 CHF | 69.28% | 69.28% |
10/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,003 CHF | 10,503 CHF | 99.78% | 99.78% |
09/07/2024 | 4.86% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,040 CHF | 10,540 CHF | 100.00% | 100.00% |
08/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,000 CHF | 10,500 CHF | 98.99% | 98.99% |
05/07/2024 | 4.87% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,009 CHF | 10,509 CHF | 100.00% | 100.00% |
04/07/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,914 CHF | 11,414 CHF | 98.17% | 98.17% |
03/07/2024 | 4.47% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,940 CHF | 11,440 CHF | 100.00% | 100.00% |
02/07/2024 | 4.26% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,494 CHF | 11,994 CHF | 100.00% | 100.00% |