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 | 2.99% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,499 CHF | 16,999 CHF | 100.00% | 100.00% |
12/07/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,219 CHF | 16,719 CHF | 98.40% | 98.40% |
11/07/2024 | 2.84% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,345 CHF | 17,845 CHF | 84.70% | 84.70% |
10/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,602 CHF | 18,102 CHF | 99.80% | 99.80% |
09/07/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,660 CHF | 18,160 CHF | 100.00% | 100.00% |
08/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,936 CHF | 17,436 CHF | 98.99% | 98.99% |
05/07/2024 | 2.97% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,592 CHF | 17,092 CHF | 100.00% | 100.00% |
04/07/2024 | 2.92% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,877 CHF | 17,377 CHF | 98.17% | 98.17% |
03/07/2024 | 2.82% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,514 CHF | 18,014 CHF | 100.00% | 100.00% |
02/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,263 CHF | 18,763 CHF | 100.00% | 100.00% |