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 | 2.55% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,752 CHF | 39,752 CHF | 100.00% | 100.00% |
12/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,574 CHF | 40,574 CHF | 97.77% | 97.77% |
11/07/2024 | 2.58% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,275 CHF | 39,275 CHF | 99.08% | 99.08% |
10/07/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,965 CHF | 36,965 CHF | 99.76% | 99.76% |
09/07/2024 | 2.90% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,938 CHF | 34,938 CHF | 100.00% | 100.00% |
08/07/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,945 CHF | 36,945 CHF | 98.99% | 98.99% |
05/07/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,822 CHF | 37,822 CHF | 100.00% | 100.00% |
04/07/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,969 CHF | 37,969 CHF | 98.15% | 98.15% |
03/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,721 CHF | 36,721 CHF | 100.00% | 100.00% |
02/07/2024 | 2.91% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,896 CHF | 34,896 CHF | 100.00% | 100.00% |