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 | 1.46% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,047 CHF | 34,547 CHF | 100.00% | 100.00% |
12/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,129 CHF | 34,629 CHF | 98.39% | 98.39% |
11/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,271 CHF | 33,771 CHF | 97.37% | 97.37% |
10/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,770 CHF | 34,270 CHF | 99.80% | 99.80% |
09/07/2024 | 1.39% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,630 CHF | 36,130 CHF | 100.00% | 100.00% |
08/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,319 CHF | 35,819 CHF | 98.99% | 98.99% |
05/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,497 CHF | 35,997 CHF | 100.00% | 100.00% |
04/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,851 CHF | 34,351 CHF | 98.17% | 98.17% |
03/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,054 CHF | 33,554 CHF | 100.00% | 100.00% |
02/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 26,628 CHF | 27,127 CHF | 100.00% | 100.00% |