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 | 2.91% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 99,058 | 99,058 | 33,902 CHF | 34,893 CHF | 100.00% | 100.00% |
12/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 33,553 CHF | 34,544 CHF | 100.00% | 100.00% |
11/07/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 99,062 | 99,062 | 34,427 CHF | 35,419 CHF | 100.00% | 100.00% |
10/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 36,236 CHF | 37,228 CHF | 100.00% | 100.00% |
09/07/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 99,052 | 99,052 | 37,832 CHF | 38,824 CHF | 99.49% | 99.49% |
08/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 36,453 CHF | 37,444 CHF | 100.00% | 100.00% |
05/07/2024 | 2.76% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 99,057 | 99,057 | 35,726 CHF | 36,718 CHF | 99.53% | 99.53% |
04/07/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 99,059 | 99,059 | 35,661 CHF | 36,653 CHF | 100.00% | 100.00% |
03/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 99,036 | 99,036 | 36,537 CHF | 37,529 CHF | 97.20% | 100.00% |
02/07/2024 | 2.59% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 99,061 | 99,061 | 38,104 CHF | 39,095 CHF | 100.00% | 100.00% |