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 | 4.58% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,689 CHF | 11,189 CHF | 100.00% | 100.00% |
12/07/2024 | 4.35% | 0.21 CHF | 0.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,246 CHF | 11,746 CHF | 98.43% | 98.43% |
11/07/2024 | 4.34% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,287 CHF | 11,787 CHF | 69.28% | 69.28% |
10/07/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,107 CHF | 11,607 CHF | 99.80% | 99.80% |
09/07/2024 | 4.74% | 0.22 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,312 CHF | 10,812 CHF | 100.00% | 100.00% |
08/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,561 CHF | 12,061 CHF | 98.97% | 98.97% |
05/07/2024 | 4.31% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,351 CHF | 11,851 CHF | 100.00% | 100.00% |
04/07/2024 | 3.59% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,678 CHF | 14,178 CHF | 98.15% | 98.15% |
03/07/2024 | 3.72% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,203 CHF | 13,703 CHF | 100.00% | 100.00% |
02/07/2024 | 3.57% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,782 CHF | 14,282 CHF | 100.00% | 100.00% |