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 | 1.75% | 0.82 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,986 CHF | 40,695 CHF | 98.73% | 98.73% |
12/07/2024 | 1.48% | 0.82 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,112 CHF | 42,739 CHF | 99.38% | 99.38% |
11/07/2024 | 1.76% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,107 CHF | 38,783 CHF | 98.97% | 98.97% |
10/07/2024 | 1.53% | 0.78 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,816 CHF | 40,431 CHF | 100.00% | 100.00% |
09/07/2024 | 1.53% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,491 CHF | 40,099 CHF | 100.00% | 100.00% |
08/07/2024 | 1.70% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,315 CHF | 41,006 CHF | 99.79% | 99.79% |
05/07/2024 | 2.09% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,682 CHF | 34,394 CHF | 99.36% | 99.36% |
04/07/2024 | 2.21% | 0.60 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,787 CHF | 30,453 CHF | 100.00% | 100.00% |
03/07/2024 | 2.41% | 0.59 CHF | 0.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,409 CHF | 31,151 CHF | 99.73% | 99.73% |
02/07/2024 | 1.84% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,565 CHF | 35,207 CHF | 99.58% | 99.58% |