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 | 1.40% | 0.65 CHF | 0.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,536 CHF | 36,036 CHF | 100.00% | 100.00% |
12/07/2024 | 1.42% | 0.76 CHF | 0.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,939 CHF | 35,439 CHF | 100.00% | 100.00% |
11/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 39,452 CHF | 40,052 CHF | 100.00% | 100.00% |
10/07/2024 | 1.61% | 0.63 CHF | 0.64 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 37,014 CHF | 37,614 CHF | 100.00% | 100.00% |
09/07/2024 | 1.52% | 0.59 CHF | 0.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,745 CHF | 33,245 CHF | 100.00% | 100.00% |
08/07/2024 | 1.35% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,770 CHF | 37,270 CHF | 100.00% | 100.00% |
05/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 36,428 CHF | 36,928 CHF | 100.00% | 100.00% |
04/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,834 CHF | 36,334 CHF | 100.00% | 100.00% |
03/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,721 CHF | 36,221 CHF | 100.00% | 100.00% |
02/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 47,009 | 47,009 | 31,310 CHF | 31,780 CHF | 100.00% | 100.00% |