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 | 2.33% | 0.64 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,136 CHF | 31,868 CHF | 99.68% | 99.68% |
12/07/2024 | 2.13% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,303 CHF | 35,042 CHF | 99.01% | 99.01% |
11/07/2024 | 1.87% | 0.70 CHF | 0.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,861 CHF | 37,558 CHF | 99.08% | 99.08% |
10/07/2024 | 1.88% | 0.77 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,006 CHF | 40,762 CHF | 100.00% | 100.00% |
09/07/2024 | 1.75% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,845 CHF | 40,546 CHF | 100.00% | 100.00% |
08/07/2024 | 1.80% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,091 CHF | 40,817 CHF | 100.00% | 100.00% |
05/07/2024 | 1.63% | 0.84 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,536 CHF | 43,237 CHF | 98.98% | 98.98% |
04/07/2024 | 1.54% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,144 CHF | 46,861 CHF | 100.00% | 100.00% |
03/07/2024 | 1.45% | 0.97 CHF | 0.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,607 CHF | 48,302 CHF | 100.00% | 100.00% |
02/07/2024 | 1.19% | 1.02 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,786 CHF | 53,418 CHF | 100.00% | 100.00% |