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 | 3.27% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,033 CHF | 15,533 CHF | 100.00% | 100.00% |
12/07/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,140 CHF | 15,640 CHF | 98.47% | 98.47% |
11/07/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,226 CHF | 15,726 CHF | 96.53% | 96.53% |
10/07/2024 | 3.29% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,971 CHF | 15,471 CHF | 99.78% | 99.78% |
09/07/2024 | 3.30% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,900 CHF | 15,400 CHF | 100.00% | 100.00% |
08/07/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,875 CHF | 15,375 CHF | 98.99% | 98.99% |
05/07/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,722 CHF | 15,222 CHF | 100.00% | 100.00% |
04/07/2024 | 3.50% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,037 CHF | 14,537 CHF | 98.17% | 98.17% |
03/07/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,010 CHF | 14,510 CHF | 100.00% | 100.00% |
02/07/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,459 CHF | 13,959 CHF | 100.00% | 100.00% |