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 | 3.01% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 98,285 CHF | 101,285 CHF | 100.00% | 100.00% |
12/07/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 299,953 | 300,000 | 100,943 CHF | 103,959 CHF | 100.00% | 100.00% |
11/07/2024 | 2.82% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 299,731 | 299,731 | 105,045 CHF | 108,045 CHF | 100.00% | 100.00% |
10/07/2024 | 2.67% | 0.35 CHF | 0.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 111,048 CHF | 114,048 CHF | 100.00% | 100.00% |
09/07/2024 | 2.63% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 299,645 | 299,602 | 112,559 CHF | 115,543 CHF | 100.00% | 100.00% |
08/07/2024 | 2.56% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 115,570 CHF | 118,570 CHF | 100.00% | 100.00% |
05/07/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 111,503 CHF | 114,503 CHF | 99.78% | 99.78% |
04/07/2024 | 2.64% | 0.37 CHF | 0.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 112,332 CHF | 115,332 CHF | 100.00% | 100.00% |
03/07/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 113,396 CHF | 116,396 CHF | 100.00% | 100.00% |
02/07/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 122,205 CHF | 125,205 CHF | 100.00% | 100.00% |