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 | 2.40% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,608 CHF | 21,108 CHF | 99.57% | 99.57% |
12/07/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,258 CHF | 21,758 CHF | 99.51% | 99.51% |
11/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,832 CHF | 21,332 CHF | 99.48% | 99.48% |
10/07/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,543 CHF | 22,043 CHF | 99.52% | 99.52% |
09/07/2024 | 2.24% | 0.43 CHF | 0.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,057 CHF | 22,557 CHF | 99.52% | 99.52% |
08/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 21,195 CHF | 21,645 CHF | 99.54% | 99.54% |
05/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,169 CHF | 24,669 CHF | 99.07% | 99.07% |
04/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 25,220 CHF | 25,820 CHF | 99.56% | 99.56% |
03/07/2024 | 3.24% | 0.31 CHF | 0.32 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 21,255 CHF | 21,955 CHF | 99.55% | 99.55% |
02/07/2024 | 3.59% | 0.28 CHF | 0.29 CHF | 70,000 | 70,000 | 64,039 | 64,039 | 17,514 CHF | 18,155 CHF | 99.52% | 99.52% |