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 | 3.13% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,729 CHF | 16,229 CHF | 99.39% | 99.39% |
12/07/2024 | 3.24% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,169 CHF | 15,669 CHF | 99.08% | 99.08% |
11/07/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,138 CHF | 15,638 CHF | 98.69% | 98.69% |
10/07/2024 | 4.17% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,748 CHF | 12,248 CHF | 95.50% | 95.50% |
09/07/2024 | 4.14% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,889 CHF | 12,389 CHF | 99.07% | 99.07% |
08/07/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,245 CHF | 11,745 CHF | 99.24% | 99.24% |
05/07/2024 | 4.34% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,286 CHF | 11,786 CHF | 99.39% | 99.39% |
04/07/2024 | 3.90% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,570 CHF | 13,070 CHF | 99.39% | 99.39% |
03/07/2024 | 3.65% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,448 CHF | 13,948 CHF | 98.64% | 98.64% |
02/07/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,782 CHF | 15,282 CHF | 99.07% | 99.07% |