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 | 4.77% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,224 CHF | 19,113 CHF | 99.72% | 99.72% |
12/07/2024 | 7.63% | 0.38 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,106 CHF | 9,828 CHF | 99.01% | 99.01% |
11/07/2024 | 6.92% | 0.38 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,392 CHF | 10,065 CHF | 99.04% | 99.04% |
10/07/2024 | 8.39% | 0.33 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,059 CHF | 8,759 CHF | 99.81% | 99.81% |
09/07/2024 | 7.03% | 0.35 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,254 CHF | 9,928 CHF | 100.00% | 100.00% |
08/07/2024 | 4.59% | 0.37 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,485 CHF | 21,446 CHF | 100.00% | 100.00% |
05/07/2024 | 4.44% | 0.42 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,542 CHF | 21,474 CHF | 98.86% | 98.86% |
04/07/2024 | 4.57% | 0.42 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,983 CHF | 21,963 CHF | 100.00% | 100.00% |
03/07/2024 | 5.49% | 0.43 CHF | 0.45 CHF | 50,000 | 50,000 | 33,561 | 33,561 | 13,747 CHF | 14,467 CHF | 99.81% | 99.81% |
02/07/2024 | 6.23% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,341 CHF | 15,261 CHF | 100.00% | 100.00% |