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 | 2.49% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,320 CHF | 22,881 CHF | 99.72% | 99.72% |
12/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,262 CHF | 24,762 CHF | 99.01% | 99.01% |
11/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,466 CHF | 25,986 CHF | 99.09% | 99.09% |
10/07/2024 | 2.26% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,868 CHF | 24,413 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 0.45 CHF | 0.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,603 CHF | 26,103 CHF | 100.00% | 100.00% |
08/07/2024 | 1.84% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,012 CHF | 27,512 CHF | 100.00% | 100.00% |
05/07/2024 | 2.20% | 0.48 CHF | 0.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,508 CHF | 23,008 CHF | 98.86% | 98.86% |
04/07/2024 | 2.82% | 0.38 CHF | 0.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,271 CHF | 20,848 CHF | 100.00% | 100.00% |
03/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 19,558 CHF | 20,058 CHF | 99.82% | 99.82% |
02/07/2024 | 3.21% | 0.40 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,586 CHF | 19,190 CHF | 100.00% | 100.00% |