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 | 2.93% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,834 CHF | 17,334 CHF | 100.00% | 100.00% |
12/07/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,383 CHF | 17,883 CHF | 100.00% | 100.00% |
11/07/2024 | 2.79% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,666 CHF | 18,166 CHF | 71.56% | 71.56% |
10/07/2024 | 2.82% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,500 CHF | 18,000 CHF | 100.00% | 100.00% |
09/07/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 49,994 | 49,994 | 18,027 CHF | 18,527 CHF | 100.00% | 100.00% |
08/07/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,500 CHF | 19,000 CHF | 100.00% | 100.00% |
05/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,109 CHF | 19,609 CHF | 100.00% | 100.00% |
04/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,000 CHF | 19,500 CHF | 100.00% | 100.00% |
03/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,670 CHF | 19,170 CHF | 100.00% | 100.00% |
02/07/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,485 CHF | 18,985 CHF | 100.00% | 100.00% |