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 | 3.45% | 0.27 CHF | 0.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 85,422 CHF | 88,422 CHF | 99.99% | 99.99% |
12/07/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 88,620 CHF | 91,620 CHF | 100.00% | 100.00% |
11/07/2024 | 3.19% | 0.32 CHF | 0.33 CHF | 300,000 | 300,000 | 299,733 | 299,733 | 92,655 CHF | 95,655 CHF | 99.93% | 99.93% |
10/07/2024 | 3.01% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 98,123 CHF | 101,123 CHF | 100.00% | 100.00% |
09/07/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 300,000 | 300,000 | 299,642 | 299,642 | 99,995 CHF | 102,995 CHF | 100.00% | 100.00% |
08/07/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 102,451 CHF | 105,451 CHF | 100.00% | 100.00% |
05/07/2024 | 2.98% | 0.34 CHF | 0.35 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 99,342 CHF | 102,342 CHF | 99.78% | 99.78% |
04/07/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 99,714 CHF | 102,714 CHF | 100.00% | 100.00% |
03/07/2024 | 2.92% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 101,235 CHF | 104,235 CHF | 100.00% | 100.00% |
02/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 109,585 CHF | 112,585 CHF | 99.99% | 99.99% |