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 | 4.27% | 0.47 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,844 CHF | 47,844 CHF | 98.05% | 98.05% |
12/07/2024 | 4.25% | 0.48 CHF | 0.50 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,103 CHF | 48,103 CHF | 99.55% | 99.55% |
11/07/2024 | 4.61% | 0.44 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,384 CHF | 44,384 CHF | 99.47% | 99.47% |
10/07/2024 | 4.80% | 0.42 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 40,748 CHF | 42,748 CHF | 99.52% | 99.52% |
09/07/2024 | 5.11% | 0.39 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,187 CHF | 40,187 CHF | 99.52% | 99.52% |
08/07/2024 | 4.75% | 0.41 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,142 CHF | 43,142 CHF | 99.52% | 99.52% |
05/07/2024 | 4.43% | 0.41 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 44,164 CHF | 46,164 CHF | 98.45% | 98.45% |
04/07/2024 | 4.64% | 0.43 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,165 CHF | 44,165 CHF | 98.68% | 98.68% |
03/07/2024 | 4.75% | 0.42 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,093 CHF | 43,093 CHF | 99.49% | 99.49% |
02/07/2024 | 5.78% | 0.35 CHF | 0.37 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,616 CHF | 35,616 CHF | 99.55% | 99.55% |