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 | 1.76% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,213 CHF | 28,713 CHF | 100.00% | 100.00% |
12/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,934 CHF | 28,434 CHF | 98.45% | 98.45% |
11/07/2024 | 1.82% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,227 CHF | 27,727 CHF | 94.98% | 94.98% |
10/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,370 CHF | 26,870 CHF | 99.80% | 99.80% |
09/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,764 CHF | 27,264 CHF | 100.00% | 100.00% |
08/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,876 CHF | 27,376 CHF | 98.99% | 98.99% |
05/07/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,226 CHF | 28,726 CHF | 100.00% | 100.00% |
04/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,806 CHF | 28,306 CHF | 98.17% | 98.17% |
03/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,875 CHF | 27,375 CHF | 100.00% | 100.00% |
02/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,130 CHF | 25,630 CHF | 100.00% | 100.00% |