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 | 3.60% | 0.27 CHF | 0.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,624 CHF | 14,124 CHF | 100.00% | 100.00% |
12/07/2024 | 3.50% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 14,043 CHF | 14,543 CHF | 100.00% | 100.00% |
11/07/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 13,406 CHF | 13,906 CHF | 100.00% | 100.00% |
10/07/2024 | 4.04% | 0.25 CHF | 0.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 14,547 CHF | 15,147 CHF | 100.00% | 100.00% |
09/07/2024 | 4.40% | 0.22 CHF | 0.23 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 13,338 CHF | 13,938 CHF | 100.00% | 100.00% |
08/07/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,108 CHF | 12,608 CHF | 100.00% | 100.00% |
05/07/2024 | 3.83% | 0.25 CHF | 0.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,805 CHF | 13,305 CHF | 100.00% | 100.00% |
04/07/2024 | 3.88% | 0.26 CHF | 0.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 12,639 CHF | 13,139 CHF | 100.00% | 100.00% |
03/07/2024 | 4.08% | 0.25 CHF | 0.26 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 14,422 CHF | 15,022 CHF | 100.00% | 100.00% |
02/07/2024 | 4.38% | 0.23 CHF | 0.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 11,166 CHF | 11,666 CHF | 100.00% | 100.00% |