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 | 4.88% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,000 CHF | 21,000 CHF | 100.00% | 100.00% |
12/07/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,771 CHF | 20,771 CHF | 98.39% | 98.39% |
11/07/2024 | 4.61% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,196 CHF | 22,196 CHF | 99.76% | 99.76% |
10/07/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,973 CHF | 22,973 CHF | 99.80% | 99.80% |
09/07/2024 | 4.42% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,140 CHF | 23,140 CHF | 100.00% | 100.00% |
08/07/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,042 CHF | 23,042 CHF | 98.99% | 98.99% |
05/07/2024 | 4.34% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,531 CHF | 23,531 CHF | 100.00% | 100.00% |
04/07/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,189 CHF | 24,189 CHF | 98.17% | 98.17% |
03/07/2024 | 4.13% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,734 CHF | 24,734 CHF | 100.00% | 100.00% |
02/07/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,951 CHF | 24,951 CHF | 100.00% | 100.00% |