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 | 3.26% | 29.84 % | 30.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 30,244 CHF | 31,245 CHF | 98.49% | 98.49% |
12/07/2024 | 3.16% | 31.35 % | 32.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 31,125 CHF | 32,125 CHF | 81.83% | 81.83% |
11/07/2024 | 3.13% | 31.60 % | 32.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 31,443 CHF | 32,443 CHF | 98.23% | 98.23% |
10/07/2024 | 3.19% | 31.35 % | 32.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 30,808 CHF | 31,808 CHF | 62.41% | 62.41% |
09/07/2024 | 3.13% | 30.70 % | 31.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 31,474 CHF | 32,474 CHF | 99.20% | 99.20% |
08/07/2024 | 3.10% | 32.20 % | 33.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 31,790 CHF | 32,790 CHF | 98.38% | 98.38% |
05/07/2024 | 3.01% | 32.05 % | 33.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 32,744 CHF | 33,744 CHF | 97.89% | 97.89% |
04/07/2024 | 3.24% | 30.20 % | 31.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 30,390 CHF | 31,390 CHF | 96.99% | 96.99% |
03/07/2024 | 3.29% | 30.40 % | 31.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 29,932 CHF | 30,932 CHF | 97.62% | 97.62% |
02/07/2024 | 3.41% | 29.00 % | 30.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 28,852 CHF | 29,853 CHF | 100.00% | 100.00% |