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 | 2.01% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,722 CHF | 25,222 CHF | 99.46% | 99.53% |
12/07/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,977 CHF | 25,477 CHF | 99.50% | 99.50% |
11/07/2024 | 2.17% | 0.49 CHF | 0.50 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 27,382 CHF | 27,982 CHF | 99.49% | 99.49% |
10/07/2024 | 2.42% | 0.42 CHF | 0.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 20,396 CHF | 20,896 CHF | 99.47% | 99.53% |
09/07/2024 | 2.19% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,595 CHF | 23,095 CHF | 99.47% | 99.47% |
08/07/2024 | 2.05% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,142 CHF | 24,642 CHF | 99.49% | 99.53% |
05/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,457 CHF | 25,957 CHF | 99.54% | 99.54% |
04/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,061 CHF | 24,561 CHF | 99.56% | 99.56% |
03/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 23,048 CHF | 23,548 CHF | 99.53% | 99.53% |
02/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,418 CHF | 22,918 CHF | 99.48% | 99.55% |