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 | 2.20% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,501 CHF | 23,001 CHF | 100.00% | 100.00% |
12/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,015 CHF | 22,515 CHF | 100.00% | 100.00% |
11/07/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,806 CHF | 22,306 CHF | 71.57% | 71.57% |
10/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,003 CHF | 22,503 CHF | 100.00% | 100.00% |
09/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 49,994 | 49,994 | 21,496 CHF | 21,996 CHF | 100.00% | 100.00% |
08/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,000 CHF | 21,500 CHF | 100.00% | 100.00% |
05/07/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,634 CHF | 21,134 CHF | 100.00% | 100.00% |
04/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,000 CHF | 21,500 CHF | 100.00% | 100.00% |
03/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,266 CHF | 21,766 CHF | 100.00% | 100.00% |
02/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,530 CHF | 22,030 CHF | 100.00% | 100.00% |