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% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,176 CHF | 31,176 CHF | 97.52% | 97.52% |
12/07/2024 | 3.25% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,290 CHF | 31,290 CHF | 84.29% | 84.29% |
11/07/2024 | 3.02% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,614 CHF | 33,614 CHF | 99.52% | 99.52% |
10/07/2024 | 2.74% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,051 CHF | 37,051 CHF | 99.54% | 99.54% |
09/07/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,194 CHF | 35,194 CHF | 99.57% | 99.57% |
08/07/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,012 CHF | 34,012 CHF | 99.48% | 99.48% |
05/07/2024 | 3.16% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,175 CHF | 32,175 CHF | 97.92% | 97.92% |
04/07/2024 | 3.11% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,704 CHF | 32,704 CHF | 97.10% | 97.10% |
03/07/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,453 CHF | 34,453 CHF | 95.88% | 95.88% |
02/07/2024 | 2.60% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,930 CHF | 38,930 CHF | 93.51% | 93.51% |