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 | 2.37% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,811 CHF | 21,311 CHF | 100.00% | 100.00% |
12/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,254 CHF | 20,754 CHF | 98.42% | 98.42% |
11/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,222 CHF | 20,722 CHF | 69.28% | 69.28% |
10/07/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,529 CHF | 21,029 CHF | 99.77% | 99.77% |
09/07/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,188 CHF | 21,688 CHF | 100.00% | 100.00% |
08/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,040 CHF | 20,540 CHF | 98.97% | 98.97% |
05/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,240 CHF | 20,740 CHF | 100.00% | 100.00% |
04/07/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,835 CHF | 18,335 CHF | 98.15% | 98.15% |
03/07/2024 | 2.67% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,485 CHF | 18,985 CHF | 100.00% | 100.00% |
02/07/2024 | 2.73% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,050 CHF | 18,550 CHF | 100.00% | 100.00% |