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 | 4.06% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 98,059 | 98,059 | 23,744 CHF | 24,724 CHF | 100.00% | 100.00% |
12/07/2024 | 4.01% | 0.22 CHF | 0.23 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 24,001 CHF | 24,981 CHF | 100.00% | 100.00% |
11/07/2024 | 3.35% | 0.25 CHF | 0.26 CHF | 98,000 | 98,000 | 99,681 | 99,681 | 29,422 CHF | 30,420 CHF | 99.99% | 99.99% |
10/07/2024 | 2.98% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,195 | 100,195 | 33,156 CHF | 34,158 CHF | 100.00% | 100.00% |
09/07/2024 | 3.60% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 99,047 | 99,047 | 27,084 CHF | 28,074 CHF | 99.73% | 99.73% |
08/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 99,345 | 99,345 | 27,531 CHF | 28,525 CHF | 99.28% | 99.28% |
05/07/2024 | 3.41% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 99,883 | 99,883 | 28,834 CHF | 29,833 CHF | 100.00% | 100.00% |
04/07/2024 | 3.39% | 0.27 CHF | 0.28 CHF | 98,000 | 98,000 | 99,988 | 99,988 | 29,005 CHF | 30,005 CHF | 99.55% | 99.55% |
03/07/2024 | 3.39% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 99,413 | 99,413 | 29,105 CHF | 30,099 CHF | 100.00% | 100.00% |
02/07/2024 | 2.90% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,707 | 100,707 | 34,336 CHF | 35,343 CHF | 99.98% | 99.98% |