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 | 2.62% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,855 CHF | 19,355 CHF | 100.00% | 100.00% |
12/07/2024 | 2.64% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,698 CHF | 19,198 CHF | 98.45% | 98.45% |
11/07/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,016 CHF | 18,516 CHF | 99.43% | 99.43% |
10/07/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,008 CHF | 17,508 CHF | 99.80% | 99.80% |
09/07/2024 | 2.82% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 49,991 | 17,520 CHF | 18,016 CHF | 100.00% | 100.00% |
08/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,625 CHF | 18,125 CHF | 98.99% | 98.99% |
05/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,925 CHF | 19,425 CHF | 100.00% | 100.00% |
04/07/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,485 CHF | 18,985 CHF | 98.17% | 98.17% |
03/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,728 CHF | 18,228 CHF | 100.00% | 100.00% |
02/07/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,904 CHF | 16,404 CHF | 100.00% | 100.00% |