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 | 2.72% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 72,486 CHF | 74,486 CHF | 100.00% | 100.00% |
12/07/2024 | 2.60% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 75,940 CHF | 77,940 CHF | 99.77% | 99.77% |
11/07/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 84,713 CHF | 86,713 CHF | 100.00% | 100.00% |
10/07/2024 | 2.08% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 95,363 CHF | 97,363 CHF | 94.70% | 94.70% |
09/07/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 97,510 CHF | 99,510 CHF | 99.67% | 99.67% |
08/07/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 99,655 CHF | 101,655 CHF | 100.00% | 100.00% |
05/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 101,430 CHF | 103,430 CHF | 100.00% | 100.00% |
04/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 102,588 CHF | 104,588 CHF | 100.00% | 100.00% |
03/07/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 104,829 CHF | 106,829 CHF | 99.33% | 99.33% |
02/07/2024 | 1.75% | 0.55 CHF | 0.56 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 113,667 CHF | 115,667 CHF | 99.62% | 99.62% |