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 | 2.25% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,869 CHF | 44,869 CHF | 87.50% | 87.50% |
12/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,921 CHF | 46,921 CHF | 87.28% | 87.28% |
11/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,648 CHF | 46,648 CHF | 87.50% | 87.50% |
10/07/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 44,718 CHF | 45,718 CHF | 82.20% | 82.20% |
09/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,291 CHF | 49,291 CHF | 87.17% | 87.17% |
08/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,565 CHF | 49,565 CHF | 87.50% | 87.50% |
05/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,912 CHF | 49,912 CHF | 87.50% | 87.50% |
04/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,599 CHF | 50,599 CHF | 87.50% | 87.50% |
03/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,050 CHF | 49,050 CHF | 86.83% | 86.83% |
02/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,572 CHF | 47,572 CHF | 99.62% | 99.62% |