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 | 4.01% | 0.23 CHF | 0.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 73,445 CHF | 76,445 CHF | 99.99% | 99.99% |
12/07/2024 | 3.85% | 0.25 CHF | 0.26 CHF | 300,000 | 300,000 | 300,000 | 299,999 | 76,521 CHF | 79,521 CHF | 100.00% | 100.00% |
11/07/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 300,000 | 300,000 | 299,724 | 299,724 | 80,658 CHF | 83,658 CHF | 100.00% | 100.00% |
10/07/2024 | 3.43% | 0.27 CHF | 0.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 86,123 CHF | 89,123 CHF | 100.00% | 100.00% |
09/07/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 300,000 | 300,000 | 299,645 | 299,645 | 88,007 CHF | 91,007 CHF | 100.00% | 100.00% |
08/07/2024 | 3.27% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 90,335 CHF | 93,335 CHF | 100.00% | 100.00% |
05/07/2024 | 3.38% | 0.30 CHF | 0.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 87,275 CHF | 90,275 CHF | 99.78% | 99.78% |
04/07/2024 | 3.37% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 300,000 | 299,979 | 87,552 CHF | 90,546 CHF | 100.00% | 100.00% |
03/07/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 89,172 CHF | 92,172 CHF | 100.00% | 100.00% |
02/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 97,588 CHF | 100,588 CHF | 99.99% | 99.99% |