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 | 1.35% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,980 CHF | 48,632 CHF | 99.68% | 99.68% |
12/07/2024 | 1.65% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,890 CHF | 45,631 CHF | 99.01% | 99.01% |
11/07/2024 | 1.59% | 0.88 CHF | 0.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,373 CHF | 43,050 CHF | 98.52% | 98.52% |
10/07/2024 | 1.89% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,138 CHF | 39,885 CHF | 100.00% | 100.00% |
09/07/2024 | 2.01% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,357 CHF | 40,155 CHF | 100.00% | 100.00% |
08/07/2024 | 1.83% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,184 CHF | 39,909 CHF | 100.00% | 100.00% |
05/07/2024 | 1.77% | 0.74 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,836 CHF | 37,492 CHF | 98.98% | 98.98% |
04/07/2024 | 1.99% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,270 CHF | 33,938 CHF | 100.00% | 100.00% |
03/07/2024 | 1.91% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,825 CHF | 32,437 CHF | 100.00% | 100.00% |
02/07/2024 | 2.61% | 0.57 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,714 CHF | 27,421 CHF | 100.00% | 100.00% |