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 | 3.34% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,429 CHF | 30,429 CHF | 100.00% | 100.00% |
12/07/2024 | 3.51% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,000 CHF | 29,000 CHF | 98.44% | 98.44% |
11/07/2024 | 3.31% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 29,713 CHF | 30,713 CHF | 75.83% | 75.83% |
10/07/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,048 CHF | 33,048 CHF | 99.80% | 99.80% |
09/07/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,113 CHF | 32,113 CHF | 100.00% | 100.00% |
08/07/2024 | 3.25% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,286 CHF | 31,286 CHF | 98.99% | 98.99% |
05/07/2024 | 3.14% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,339 CHF | 32,339 CHF | 100.00% | 100.00% |
04/07/2024 | 2.96% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,313 CHF | 34,313 CHF | 98.17% | 98.17% |
03/07/2024 | 2.99% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,000 CHF | 34,000 CHF | 100.00% | 100.00% |
02/07/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,111 CHF | 34,111 CHF | 100.00% | 100.00% |