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 | 6.78% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 99,064 | 99,064 | 14,322 CHF | 15,314 CHF | 100.00% | 100.00% |
12/07/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 32,735 CHF | 33,727 CHF | 100.00% | 100.00% |
11/07/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 96,997 | 98,988 | 30,488 CHF | 32,096 CHF | 92.73% | 92.73% |
10/07/2024 | 3.41% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 99,063 | 99,061 | 28,820 CHF | 29,811 CHF | 100.00% | 100.00% |
09/07/2024 | 3.24% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 99,054 | 98,869 | 30,450 CHF | 31,384 CHF | 99.53% | 99.53% |
08/07/2024 | 3.12% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 31,612 CHF | 32,603 CHF | 100.00% | 100.00% |
05/07/2024 | 2.87% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 99,057 | 99,057 | 34,339 CHF | 35,331 CHF | 99.70% | 99.70% |
04/07/2024 | 3.04% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 32,439 CHF | 33,431 CHF | 100.00% | 100.00% |
03/07/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 99,063 | 99,063 | 31,211 CHF | 32,203 CHF | 100.00% | 100.00% |
02/07/2024 | 3.43% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 99,062 | 98,574 | 28,704 CHF | 29,553 CHF | 100.00% | 100.00% |