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 | 3.33% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,777 CHF | 15,277 CHF | 100.00% | 100.00% |
12/07/2024 | 3.23% | 0.29 CHF | 0.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,238 CHF | 15,738 CHF | 98.46% | 98.46% |
11/07/2024 | 3.11% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,814 CHF | 16,314 CHF | 90.38% | 90.38% |
10/07/2024 | 2.97% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,608 CHF | 17,108 CHF | 99.80% | 99.80% |
09/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,868 CHF | 16,368 CHF | 100.00% | 100.00% |
08/07/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,582 CHF | 16,082 CHF | 98.98% | 98.98% |
05/07/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,636 CHF | 15,136 CHF | 100.00% | 100.00% |
04/07/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,056 CHF | 15,556 CHF | 98.16% | 98.16% |
03/07/2024 | 3.16% | 0.30 CHF | 0.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,577 CHF | 16,077 CHF | 100.00% | 100.00% |
02/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,281 CHF | 16,781 CHF | 100.00% | 100.00% |