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 | 2.72% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,974 CHF | 24,636 CHF | 99.68% | 99.68% |
12/07/2024 | 2.55% | 0.49 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,110 CHF | 27,803 CHF | 99.01% | 99.01% |
11/07/2024 | 2.49% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,616 CHF | 30,361 CHF | 99.09% | 99.09% |
10/07/2024 | 1.74% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,862 CHF | 33,438 CHF | 100.00% | 100.00% |
09/07/2024 | 2.13% | 0.69 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,643 CHF | 33,345 CHF | 100.00% | 100.00% |
08/07/2024 | 2.01% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,924 CHF | 33,591 CHF | 100.00% | 100.00% |
05/07/2024 | 1.96% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,309 CHF | 36,008 CHF | 98.98% | 98.98% |
04/07/2024 | 1.75% | 0.77 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,919 CHF | 39,608 CHF | 100.00% | 100.00% |
03/07/2024 | 1.73% | 0.82 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,358 CHF | 41,063 CHF | 100.00% | 100.00% |
02/07/2024 | 1.44% | 0.87 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,494 CHF | 46,151 CHF | 100.00% | 100.00% |