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 | 1.42% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,069 CHF | 35,569 CHF | 100.00% | 100.00% |
12/07/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,401 CHF | 33,901 CHF | 98.47% | 98.47% |
11/07/2024 | 1.55% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,068 CHF | 32,568 CHF | 97.41% | 97.41% |
10/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,394 CHF | 30,894 CHF | 99.77% | 99.77% |
09/07/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,485 CHF | 30,985 CHF | 100.00% | 100.00% |
08/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,388 CHF | 30,888 CHF | 98.98% | 98.98% |
05/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,176 CHF | 29,676 CHF | 100.00% | 100.00% |
04/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 49,998 | 27,261 CHF | 27,760 CHF | 98.15% | 98.15% |
03/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,492 CHF | 26,992 CHF | 100.00% | 100.00% |
02/07/2024 | 2.09% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,746 CHF | 24,246 CHF | 100.00% | 100.00% |