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 | 2.16% | 0.58 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,081 CHF | 28,695 CHF | 98.73% | 98.73% |
12/07/2024 | 2.23% | 0.58 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,137 CHF | 30,815 CHF | 99.38% | 99.38% |
11/07/2024 | 2.56% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,108 CHF | 26,785 CHF | 98.77% | 98.77% |
10/07/2024 | 2.31% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,844 CHF | 28,495 CHF | 100.00% | 100.00% |
09/07/2024 | 2.37% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,491 CHF | 28,149 CHF | 100.00% | 100.00% |
08/07/2024 | 2.41% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,314 CHF | 29,005 CHF | 99.79% | 99.79% |
05/07/2024 | 3.13% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,703 CHF | 22,393 CHF | 99.62% | 99.62% |
04/07/2024 | 3.31% | 0.36 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,868 CHF | 18,468 CHF | 100.00% | 100.00% |
03/07/2024 | 3.80% | 0.35 CHF | 0.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,439 CHF | 19,151 CHF | 99.73% | 99.73% |
02/07/2024 | 2.91% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,605 CHF | 23,270 CHF | 99.96% | 99.96% |