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 | 2.13% | 0.51 CHF | 0.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,626 CHF | 27,200 CHF | 98.73% | 98.73% |
12/07/2024 | 2.72% | 0.51 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,685 CHF | 25,363 CHF | 99.38% | 99.38% |
11/07/2024 | 2.32% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,722 CHF | 29,394 CHF | 99.11% | 99.11% |
10/07/2024 | 2.39% | 0.56 CHF | 0.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,005 CHF | 27,656 CHF | 100.00% | 100.00% |
09/07/2024 | 2.34% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,401 CHF | 28,050 CHF | 100.00% | 100.00% |
08/07/2024 | 2.29% | 0.49 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,797 CHF | 27,416 CHF | 99.79% | 99.79% |
05/07/2024 | 2.09% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,587 CHF | 34,297 CHF | 99.62% | 99.62% |
04/07/2024 | 1.84% | 0.75 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,547 CHF | 38,244 CHF | 100.00% | 100.00% |
03/07/2024 | 1.92% | 0.75 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,849 CHF | 37,561 CHF | 99.73% | 99.73% |
02/07/2024 | 2.01% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,729 CHF | 33,395 CHF | 100.00% | 100.00% |