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 | 1.52% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,689 CHF | 33,189 CHF | 99.39% | 99.39% |
12/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,834 CHF | 37,334 CHF | 99.09% | 99.09% |
11/07/2024 | 1.44% | 0.73 CHF | 0.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,411 CHF | 34,911 CHF | 98.53% | 98.53% |
10/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,782 CHF | 32,282 CHF | 95.48% | 95.48% |
09/07/2024 | 1.59% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,351 CHF | 31,851 CHF | 99.04% | 99.04% |
08/07/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,046 CHF | 33,546 CHF | 99.24% | 99.24% |
05/07/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,905 CHF | 32,405 CHF | 99.39% | 99.39% |
04/07/2024 | 1.83% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,107 CHF | 27,607 CHF | 99.39% | 99.39% |
03/07/2024 | 2.51% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,703 CHF | 20,203 CHF | 98.65% | 98.65% |
02/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,300 CHF | 18,800 CHF | 99.07% | 99.07% |