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 | 5.96% | 0.25 CHF | 0.27 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 11,818 CHF | 12,543 CHF | 100.00% | 100.00% |
12/07/2024 | 5.48% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 48,699 | 48,699 | 12,979 CHF | 13,709 CHF | 100.00% | 100.00% |
11/07/2024 | 5.26% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 48,698 | 48,698 | 13,529 CHF | 14,260 CHF | 100.00% | 100.00% |
10/07/2024 | 5.78% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 49,394 | 49,394 | 12,453 CHF | 13,194 CHF | 100.00% | 100.00% |
09/07/2024 | 5.48% | 0.26 CHF | 0.28 CHF | 50,000 | 50,000 | 48,576 | 48,576 | 13,005 CHF | 13,736 CHF | 100.00% | 100.00% |
08/07/2024 | 5.67% | 0.26 CHF | 0.28 CHF | 50,000 | 50,000 | 48,608 | 48,608 | 12,540 CHF | 13,271 CHF | 100.00% | 100.00% |
05/07/2024 | 4.94% | 0.28 CHF | 0.30 CHF | 50,000 | 50,000 | 48,695 | 48,695 | 14,443 CHF | 15,174 CHF | 99.81% | 99.81% |
04/07/2024 | 4.47% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 48,691 | 48,691 | 15,977 CHF | 16,708 CHF | 99.49% | 99.49% |
03/07/2024 | 4.89% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 48,673 | 48,673 | 14,578 CHF | 15,309 CHF | 99.35% | 99.35% |
02/07/2024 | 5.76% | 0.25 CHF | 0.26 CHF | 60,000 | 60,000 | 57,108 | 57,108 | 14,414 CHF | 15,271 CHF | 99.99% | 99.99% |