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 | 3.76% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,077 CHF | 27,077 CHF | 87.50% | 87.50% |
12/07/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,174 CHF | 25,174 CHF | 87.28% | 87.28% |
11/07/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,598 CHF | 25,598 CHF | 87.50% | 87.50% |
10/07/2024 | 3.81% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,792 CHF | 26,792 CHF | 82.20% | 82.20% |
09/07/2024 | 4.39% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,271 CHF | 23,271 CHF | 87.17% | 87.17% |
08/07/2024 | 4.48% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,854 CHF | 22,854 CHF | 87.50% | 87.50% |
05/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,954 CHF | 22,954 CHF | 87.50% | 87.50% |
04/07/2024 | 4.56% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,428 CHF | 22,428 CHF | 87.50% | 87.50% |
03/07/2024 | 4.25% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,066 CHF | 24,066 CHF | 86.83% | 86.83% |
02/07/2024 | 4.00% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,543 CHF | 25,543 CHF | 99.62% | 99.62% |