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 | 1.78% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,526 CHF | 39,216 CHF | 99.68% | 99.68% |
12/07/2024 | 2.08% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,458 CHF | 36,197 CHF | 99.01% | 99.01% |
11/07/2024 | 2.10% | 0.69 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,942 CHF | 33,639 CHF | 99.09% | 99.09% |
10/07/2024 | 2.51% | 0.62 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,738 CHF | 30,494 CHF | 100.00% | 100.00% |
09/07/2024 | 2.48% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,954 CHF | 30,705 CHF | 100.00% | 100.00% |
08/07/2024 | 2.08% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,816 CHF | 30,442 CHF | 100.00% | 100.00% |
05/07/2024 | 2.46% | 0.55 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,390 CHF | 28,072 CHF | 98.98% | 98.98% |
04/07/2024 | 2.71% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,856 CHF | 24,510 CHF | 100.00% | 100.00% |
03/07/2024 | 2.72% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,419 CHF | 23,036 CHF | 97.26% | 97.26% |
02/07/2024 | 3.97% | 0.38 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 17,275 CHF | 17,972 CHF | 100.00% | 100.00% |