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 | 2.43% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,360 CHF | 20,860 CHF | 100.00% | 100.00% |
12/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,239 CHF | 20,739 CHF | 98.44% | 98.44% |
11/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,255 CHF | 20,755 CHF | 83.58% | 83.58% |
10/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,133 CHF | 19,633 CHF | 99.80% | 99.80% |
09/07/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,138 CHF | 19,638 CHF | 100.00% | 100.00% |
08/07/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,049 CHF | 19,549 CHF | 98.97% | 98.97% |
05/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,932 CHF | 19,432 CHF | 100.00% | 100.00% |
04/07/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,923 CHF | 19,423 CHF | 98.15% | 98.15% |
03/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,272 CHF | 18,772 CHF | 100.00% | 100.00% |
02/07/2024 | 2.80% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,629 CHF | 18,129 CHF | 100.00% | 100.00% |