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 | 2.50% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,512 CHF | 40,512 CHF | 100.00% | 100.00% |
12/07/2024 | 2.54% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,930 CHF | 39,930 CHF | 97.77% | 97.77% |
11/07/2024 | 2.47% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,995 CHF | 40,995 CHF | 84.82% | 84.82% |
10/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,342 CHF | 43,342 CHF | 99.78% | 99.78% |
09/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 44,354 CHF | 45,354 CHF | 100.00% | 100.00% |
08/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,577 CHF | 43,577 CHF | 98.99% | 98.99% |
05/07/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,327 CHF | 42,327 CHF | 100.00% | 100.00% |
04/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,656 CHF | 42,656 CHF | 98.16% | 98.16% |
03/07/2024 | 2.31% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,833 CHF | 43,833 CHF | 100.00% | 100.00% |
02/07/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 44,512 CHF | 45,512 CHF | 100.00% | 100.00% |