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 | 4.00% | 0.32 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,115 CHF | 15,731 CHF | 98.73% | 98.73% |
12/07/2024 | 3.46% | 0.33 CHF | 0.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,224 CHF | 17,830 CHF | 99.38% | 99.38% |
11/07/2024 | 4.62% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,189 CHF | 13,810 CHF | 98.77% | 98.77% |
10/07/2024 | 4.04% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,905 CHF | 15,518 CHF | 100.00% | 100.00% |
09/07/2024 | 4.11% | 0.34 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,568 CHF | 15,176 CHF | 100.00% | 100.00% |
08/07/2024 | 4.01% | 0.35 CHF | 0.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 15,404 CHF | 16,032 CHF | 99.79% | 99.79% |
05/07/2024 | 7.09% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,773 CHF | 9,413 CHF | 99.62% | 99.62% |
04/07/2024 | 12.48% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,933 CHF | 5,576 CHF | 95.51% | 100.00% |
03/07/2024 | 11.77% | 0.10 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,534 CHF | 6,185 CHF | 99.25% | 99.73% |
02/07/2024 | 6.24% | 0.19 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,676 CHF | 10,296 CHF | 99.93% | 99.93% |