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 | 7.18% | 0.22 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,974 CHF | 10,712 CHF | 99.68% | 99.68% |
12/07/2024 | 4.78% | 0.21 CHF | 0.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,178 CHF | 13,803 CHF | 99.01% | 99.01% |
11/07/2024 | 4.40% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,658 CHF | 16,361 CHF | 99.08% | 99.08% |
10/07/2024 | 3.23% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,887 CHF | 19,506 CHF | 100.00% | 100.00% |
09/07/2024 | 3.57% | 0.41 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,668 CHF | 19,345 CHF | 100.00% | 100.00% |
08/07/2024 | 3.46% | 0.40 CHF | 0.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,924 CHF | 19,591 CHF | 100.00% | 100.00% |
05/07/2024 | 3.12% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,359 CHF | 22,036 CHF | 98.98% | 98.98% |
04/07/2024 | 2.58% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,990 CHF | 25,644 CHF | 100.00% | 100.00% |
03/07/2024 | 2.59% | 0.54 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,413 CHF | 27,107 CHF | 100.00% | 100.00% |
02/07/2024 | 2.20% | 0.59 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,528 CHF | 32,225 CHF | 100.00% | 100.00% |