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 | 2.74% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,974 CHF | 36,974 CHF | 100.00% | 100.00% |
12/07/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,358 CHF | 38,358 CHF | 99.77% | 99.77% |
11/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,074 CHF | 40,074 CHF | 100.00% | 100.00% |
10/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,278 CHF | 39,278 CHF | 94.71% | 94.71% |
09/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,980 CHF | 38,980 CHF | 99.66% | 99.66% |
08/07/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,030 CHF | 40,030 CHF | 100.00% | 100.00% |
05/07/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 40,239 CHF | 41,239 CHF | 100.00% | 100.00% |
04/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 40,925 CHF | 41,925 CHF | 100.00% | 100.00% |
03/07/2024 | 2.45% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 40,288 CHF | 41,288 CHF | 99.33% | 99.33% |
02/07/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,712 CHF | 38,712 CHF | 99.62% | 99.62% |