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 | 2.95% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,704 CHF | 17,204 CHF | 100.00% | 100.00% |
12/07/2024 | 3.04% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,186 CHF | 16,686 CHF | 98.46% | 98.46% |
11/07/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,686 CHF | 16,186 CHF | 90.38% | 90.38% |
10/07/2024 | 3.30% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,892 CHF | 15,392 CHF | 99.80% | 99.80% |
09/07/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,632 CHF | 16,132 CHF | 100.00% | 100.00% |
08/07/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,918 CHF | 16,418 CHF | 98.97% | 98.97% |
05/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,934 CHF | 17,434 CHF | 100.00% | 100.00% |
04/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,497 CHF | 16,997 CHF | 98.16% | 98.16% |
03/07/2024 | 3.08% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,002 CHF | 16,502 CHF | 100.00% | 100.00% |
02/07/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,355 CHF | 15,855 CHF | 100.00% | 100.00% |