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 | 2.56% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,620 CHF | 39,620 CHF | 97.51% | 97.51% |
12/07/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,638 CHF | 39,638 CHF | 84.29% | 84.29% |
11/07/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,756 CHF | 37,756 CHF | 99.44% | 99.44% |
10/07/2024 | 2.89% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,156 CHF | 35,156 CHF | 99.55% | 99.55% |
09/07/2024 | 2.77% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,580 CHF | 36,580 CHF | 99.58% | 99.58% |
08/07/2024 | 2.70% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,508 CHF | 37,508 CHF | 99.48% | 99.48% |
05/07/2024 | 2.59% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,209 CHF | 39,209 CHF | 98.36% | 98.36% |
04/07/2024 | 2.61% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,794 CHF | 38,794 CHF | 98.62% | 98.62% |
03/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,478 CHF | 37,478 CHF | 95.89% | 95.89% |
02/07/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,184 CHF | 34,184 CHF | 93.49% | 93.49% |