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 | 4.19% | 0.38 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,284 CHF | 22,190 CHF | 99.73% | 99.73% |
12/07/2024 | 6.66% | 0.44 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,622 CHF | 11,353 CHF | 99.01% | 99.01% |
11/07/2024 | 6.05% | 0.44 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,945 CHF | 11,626 CHF | 97.88% | 97.88% |
10/07/2024 | 6.96% | 0.39 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,609 CHF | 10,300 CHF | 99.81% | 99.81% |
09/07/2024 | 6.02% | 0.41 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,799 CHF | 11,469 CHF | 100.00% | 100.00% |
08/07/2024 | 4.03% | 0.43 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,503 CHF | 24,469 CHF | 100.00% | 100.00% |
05/07/2024 | 3.72% | 0.48 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,610 CHF | 24,505 CHF | 98.86% | 98.86% |
04/07/2024 | 3.88% | 0.48 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,018 CHF | 24,970 CHF | 100.00% | 100.00% |
03/07/2024 | 5.18% | 0.49 CHF | 0.51 CHF | 50,000 | 50,000 | 33,561 | 33,561 | 15,796 CHF | 16,583 CHF | 99.81% | 99.81% |
02/07/2024 | 4.97% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,451 CHF | 18,338 CHF | 100.00% | 100.00% |