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 | 2.84% | 0.34 CHF | 0.35 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 69,350 CHF | 71,350 CHF | 98.22% | 98.22% |
12/07/2024 | 2.74% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 71,954 CHF | 73,954 CHF | 99.01% | 99.01% |
11/07/2024 | 2.90% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 68,107 CHF | 70,107 CHF | 99.09% | 99.09% |
10/07/2024 | 3.25% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 60,561 CHF | 62,561 CHF | 100.00% | 100.00% |
09/07/2024 | 3.62% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,336 CHF | 56,336 CHF | 100.00% | 100.00% |
08/07/2024 | 3.26% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 60,318 CHF | 62,318 CHF | 100.00% | 100.00% |
05/07/2024 | 3.09% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 63,723 CHF | 65,723 CHF | 98.98% | 98.98% |
04/07/2024 | 3.09% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 63,747 CHF | 65,747 CHF | 99.49% | 99.49% |
03/07/2024 | 3.29% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 59,782 CHF | 61,782 CHF | 100.00% | 100.00% |
02/07/2024 | 3.62% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 54,287 CHF | 56,287 CHF | 100.00% | 100.00% |