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 | 6.88% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 28,163 CHF | 30,163 CHF | 100.00% | 100.00% |
12/07/2024 | 6.13% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 31,845 CHF | 33,845 CHF | 99.77% | 99.77% |
11/07/2024 | 4.81% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 40,691 CHF | 42,691 CHF | 100.00% | 100.00% |
10/07/2024 | 3.83% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,551 CHF | 53,551 CHF | 94.71% | 94.71% |
09/07/2024 | 3.66% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,646 CHF | 55,646 CHF | 99.67% | 99.67% |
08/07/2024 | 3.52% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,951 CHF | 57,951 CHF | 100.00% | 100.00% |
05/07/2024 | 3.40% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 57,851 CHF | 59,851 CHF | 100.00% | 100.00% |
04/07/2024 | 3.32% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 59,305 CHF | 61,305 CHF | 100.00% | 100.00% |
03/07/2024 | 3.21% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 61,335 CHF | 63,335 CHF | 99.33% | 99.33% |
02/07/2024 | 2.79% | 0.33 CHF | 0.34 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 70,812 CHF | 72,812 CHF | 99.62% | 99.62% |