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 | 4.23% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,592 CHF | 12,092 CHF | 100.00% | 100.00% |
12/07/2024 | 3.73% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,248 CHF | 13,748 CHF | 98.49% | 98.49% |
11/07/2024 | 3.36% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,638 CHF | 15,138 CHF | 98.44% | 98.44% |
10/07/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,334 CHF | 16,834 CHF | 99.77% | 99.77% |
09/07/2024 | 3.04% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,192 CHF | 16,692 CHF | 100.00% | 100.00% |
08/07/2024 | 3.00% | 0.34 CHF | 0.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,407 CHF | 16,907 CHF | 98.98% | 98.98% |
05/07/2024 | 2.79% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,697 CHF | 18,197 CHF | 100.00% | 100.00% |
04/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,608 CHF | 20,108 CHF | 98.16% | 98.16% |
03/07/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,417 CHF | 20,917 CHF | 100.00% | 100.00% |
02/07/2024 | 2.14% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,168 CHF | 23,668 CHF | 100.00% | 100.00% |