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 | 3.68% | 0.41 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,636 CHF | 20,368 CHF | 99.68% | 99.68% |
12/07/2024 | 3.02% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,769 CHF | 23,462 CHF | 99.01% | 99.01% |
11/07/2024 | 2.99% | 0.47 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,289 CHF | 26,058 CHF | 99.09% | 99.09% |
10/07/2024 | 2.59% | 0.54 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,438 CHF | 29,185 CHF | 100.00% | 100.00% |
09/07/2024 | 2.45% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,345 CHF | 29,046 CHF | 100.00% | 100.00% |
08/07/2024 | 2.51% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,591 CHF | 29,317 CHF | 100.00% | 100.00% |
05/07/2024 | 2.00% | 0.61 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,036 CHF | 31,664 CHF | 98.98% | 98.98% |
04/07/2024 | 2.05% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,644 CHF | 35,361 CHF | 100.00% | 100.00% |
03/07/2024 | 1.91% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,107 CHF | 36,802 CHF | 100.00% | 100.00% |
02/07/2024 | 1.66% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,225 CHF | 41,918 CHF | 100.00% | 100.00% |