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 | 2.98% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 66,156 CHF | 68,156 CHF | 100.00% | 100.00% |
12/07/2024 | 2.83% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 69,840 CHF | 71,840 CHF | 99.77% | 99.77% |
11/07/2024 | 2.51% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 78,682 CHF | 80,682 CHF | 100.00% | 100.00% |
10/07/2024 | 2.21% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,537 CHF | 91,537 CHF | 94.70% | 94.70% |
09/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 91,641 CHF | 93,641 CHF | 99.67% | 99.67% |
08/07/2024 | 2.11% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 93,944 CHF | 95,944 CHF | 100.00% | 100.00% |
05/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 95,842 CHF | 97,842 CHF | 100.00% | 100.00% |
04/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 97,299 CHF | 99,299 CHF | 100.00% | 100.00% |
03/07/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 99,327 CHF | 101,326 CHF | 99.33% | 99.33% |
02/07/2024 | 1.82% | 0.52 CHF | 0.53 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 108,805 CHF | 110,805 CHF | 99.62% | 99.62% |