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 | 2.32% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 96,477 | 96,477 | 41,072 CHF | 42,037 CHF | 99.99% | 99.99% |
12/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 98,000 | 98,000 | 95,473 | 95,473 | 38,363 CHF | 39,318 CHF | 100.00% | 100.00% |
11/07/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 98,000 | 98,000 | 95,420 | 95,420 | 37,541 CHF | 38,496 CHF | 100.00% | 100.00% |
10/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 97,535 | 97,535 | 42,000 CHF | 42,975 CHF | 100.00% | 100.00% |
09/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 97,245 | 97,245 | 39,856 CHF | 40,829 CHF | 100.00% | 100.00% |
08/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 97,394 | 97,394 | 41,424 CHF | 42,398 CHF | 100.00% | 100.00% |
05/07/2024 | 2.62% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 95,838 | 95,838 | 36,188 CHF | 37,147 CHF | 99.82% | 99.82% |
04/07/2024 | 2.93% | 0.33 CHF | 0.34 CHF | 98,000 | 98,000 | 95,434 | 95,434 | 32,128 CHF | 33,083 CHF | 99.50% | 99.50% |
03/07/2024 | 2.66% | 0.35 CHF | 0.36 CHF | 98,000 | 98,000 | 95,804 | 95,804 | 35,513 CHF | 36,471 CHF | 99.36% | 99.36% |
02/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 102,000 | 102,000 | 99,078 | 99,078 | 43,432 CHF | 44,422 CHF | 100.00% | 100.00% |