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 | 1.51% | 0.77 CHF | 0.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,700 CHF | 40,305 CHF | 98.73% | 98.73% |
12/07/2024 | 1.79% | 0.77 CHF | 0.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,776 CHF | 38,457 CHF | 99.38% | 99.38% |
11/07/2024 | 1.61% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,811 CHF | 42,489 CHF | 98.77% | 98.77% |
10/07/2024 | 1.59% | 0.82 CHF | 0.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,095 CHF | 40,737 CHF | 100.00% | 100.00% |
09/07/2024 | 1.62% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,509 CHF | 41,172 CHF | 100.00% | 100.00% |
08/07/2024 | 1.52% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,884 CHF | 40,494 CHF | 99.79% | 99.79% |
05/07/2024 | 1.49% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,701 CHF | 47,400 CHF | 99.62% | 99.62% |
04/07/2024 | 1.38% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,632 CHF | 51,335 CHF | 100.00% | 100.00% |
03/07/2024 | 1.37% | 1.01 CHF | 1.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,975 CHF | 50,663 CHF | 99.65% | 99.65% |
02/07/2024 | 1.49% | 0.92 CHF | 0.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 45,819 CHF | 46,509 CHF | 100.00% | 100.00% |