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 | 3.06% | 0.32 CHF | 0.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 96,453 CHF | 99,453 CHF | 100.00% | 100.00% |
12/07/2024 | 3.12% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 94,827 CHF | 97,827 CHF | 99.93% | 99.93% |
11/07/2024 | 3.24% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 299,825 | 299,825 | 91,640 CHF | 94,640 CHF | 99.02% | 99.02% |
10/07/2024 | 3.37% | 0.28 CHF | 0.29 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 87,512 CHF | 90,512 CHF | 100.00% | 100.00% |
09/07/2024 | 3.33% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 299,676 | 299,676 | 88,640 CHF | 91,640 CHF | 100.00% | 100.00% |
08/07/2024 | 3.08% | 0.31 CHF | 0.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 96,009 CHF | 99,009 CHF | 100.00% | 100.00% |
05/07/2024 | 3.31% | 0.30 CHF | 0.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 89,282 CHF | 92,282 CHF | 99.81% | 99.81% |
04/07/2024 | 3.51% | 0.29 CHF | 0.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 84,004 CHF | 87,004 CHF | 100.00% | 100.00% |
03/07/2024 | 3.78% | 0.28 CHF | 0.29 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 78,043 CHF | 81,043 CHF | 99.95% | 99.95% |
02/07/2024 | 3.94% | 0.25 CHF | 0.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 74,642 CHF | 77,642 CHF | 100.00% | 100.00% |