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 | 1.79% | 0.57 CHF | 0.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,935 CHF | 28,441 CHF | 100.00% | 100.00% |
12/07/2024 | 1.82% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,911 CHF | 29,441 CHF | 100.00% | 100.00% |
11/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 33,443 CHF | 34,043 CHF | 100.00% | 100.00% |
10/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 31,249 CHF | 31,849 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 30,627 CHF | 31,227 CHF | 100.00% | 100.00% |
08/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 30,695 CHF | 31,295 CHF | 100.00% | 100.00% |
05/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 31,699 CHF | 32,299 CHF | 100.00% | 100.00% |
04/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 26,192 CHF | 26,692 CHF | 100.00% | 100.00% |
03/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 28,234 CHF | 28,734 CHF | 100.00% | 100.00% |
02/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,590 CHF | 32,090 CHF | 100.00% | 100.00% |