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 | 3.27% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,080 CHF | 31,080 CHF | 97.48% | 97.48% |
12/07/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,112 CHF | 31,112 CHF | 84.29% | 84.29% |
11/07/2024 | 3.48% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,235 CHF | 29,235 CHF | 99.44% | 99.44% |
10/07/2024 | 3.84% | 0.28 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,650 CHF | 26,650 CHF | 99.55% | 99.55% |
09/07/2024 | 3.63% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,078 CHF | 28,078 CHF | 99.57% | 99.57% |
08/07/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,018 CHF | 29,018 CHF | 99.47% | 99.47% |
05/07/2024 | 3.31% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,707 CHF | 30,707 CHF | 98.32% | 98.32% |
04/07/2024 | 3.36% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,289 CHF | 30,289 CHF | 98.62% | 98.62% |
03/07/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,979 CHF | 28,979 CHF | 95.89% | 95.89% |
02/07/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,705 CHF | 25,705 CHF | 93.49% | 93.49% |