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 | 4.57% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,429 CHF | 22,429 CHF | 100.00% | 100.00% |
12/07/2024 | 4.88% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,000 CHF | 21,000 CHF | 98.44% | 98.44% |
11/07/2024 | 4.50% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,713 CHF | 22,713 CHF | 75.83% | 75.83% |
10/07/2024 | 4.08% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,048 CHF | 25,048 CHF | 99.80% | 99.80% |
09/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,113 CHF | 24,113 CHF | 100.00% | 100.00% |
08/07/2024 | 4.39% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,286 CHF | 23,286 CHF | 98.99% | 98.99% |
05/07/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,339 CHF | 24,339 CHF | 100.00% | 100.00% |
04/07/2024 | 3.88% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,313 CHF | 26,313 CHF | 98.17% | 98.17% |
03/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,000 CHF | 26,000 CHF | 100.00% | 100.00% |
02/07/2024 | 3.91% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,111 CHF | 26,111 CHF | 100.00% | 100.00% |