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 | 4.80% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 10,198 CHF | 10,698 CHF | 100.00% | 100.00% |
12/07/2024 | 4.19% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,740 CHF | 12,240 CHF | 98.43% | 98.43% |
11/07/2024 | 2.38% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,847 CHF | 21,347 CHF | 93.69% | 93.69% |
10/07/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,690 CHF | 22,190 CHF | 99.80% | 99.80% |
09/07/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,695 CHF | 21,195 CHF | 100.00% | 100.00% |
08/07/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,910 CHF | 21,410 CHF | 98.97% | 98.97% |
05/07/2024 | 2.46% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,087 CHF | 20,587 CHF | 100.00% | 100.00% |
04/07/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,982 CHF | 21,482 CHF | 98.15% | 98.15% |
03/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,315 CHF | 21,815 CHF | 100.00% | 100.00% |
02/07/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,406 CHF | 20,906 CHF | 100.00% | 100.00% |