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 | 6.37% | 0.32 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,418 CHF | 32,418 CHF | 98.06% | 98.06% |
12/07/2024 | 6.31% | 0.33 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,700 CHF | 32,700 CHF | 99.55% | 99.55% |
11/07/2024 | 7.15% | 0.29 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,001 CHF | 29,001 CHF | 99.33% | 99.33% |
10/07/2024 | 7.60% | 0.27 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,410 CHF | 27,410 CHF | 99.52% | 99.52% |
09/07/2024 | 8.40% | 0.23 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,849 CHF | 24,849 CHF | 99.52% | 99.52% |
08/07/2024 | 7.47% | 0.25 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,809 CHF | 27,809 CHF | 99.52% | 99.52% |
05/07/2024 | 6.73% | 0.26 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,821 CHF | 30,821 CHF | 98.43% | 98.43% |
04/07/2024 | 7.20% | 0.28 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,829 CHF | 28,829 CHF | 98.68% | 98.68% |
03/07/2024 | 7.48% | 0.26 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,764 CHF | 27,764 CHF | 99.50% | 99.50% |
02/07/2024 | 10.37% | 0.19 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,328 CHF | 20,328 CHF | 99.56% | 99.56% |