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 | 2.76% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 98,059 | 98,059 | 35,090 CHF | 36,070 CHF | 100.00% | 100.00% |
12/07/2024 | 2.73% | 0.34 CHF | 0.35 CHF | 98,000 | 98,000 | 98,000 | 98,000 | 35,384 CHF | 36,364 CHF | 100.00% | 100.00% |
11/07/2024 | 2.40% | 0.37 CHF | 0.38 CHF | 98,000 | 98,000 | 99,681 | 99,681 | 41,113 CHF | 42,110 CHF | 99.99% | 99.99% |
10/07/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,196 | 100,196 | 44,887 CHF | 45,889 CHF | 100.00% | 100.00% |
09/07/2024 | 2.53% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 99,048 | 99,048 | 38,686 CHF | 39,677 CHF | 99.73% | 99.73% |
08/07/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 99,344 | 99,344 | 39,118 CHF | 40,111 CHF | 99.28% | 99.28% |
05/07/2024 | 2.44% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 99,882 | 99,882 | 40,476 CHF | 41,475 CHF | 100.00% | 100.00% |
04/07/2024 | 2.43% | 0.39 CHF | 0.40 CHF | 98,000 | 98,000 | 99,988 | 99,988 | 40,735 CHF | 41,735 CHF | 99.61% | 99.61% |
03/07/2024 | 2.43% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 99,412 | 99,412 | 40,678 CHF | 41,672 CHF | 99.99% | 99.99% |
02/07/2024 | 2.16% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,706 | 100,706 | 46,160 CHF | 47,167 CHF | 100.00% | 100.00% |