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 | 3.29% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 59,845 CHF | 61,845 CHF | 100.00% | 100.00% |
12/07/2024 | 3.11% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 63,472 CHF | 65,472 CHF | 99.77% | 99.77% |
11/07/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 72,049 CHF | 74,049 CHF | 100.00% | 100.00% |
10/07/2024 | 2.38% | 0.37 CHF | 0.38 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 83,132 CHF | 85,132 CHF | 94.70% | 94.70% |
09/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 85,413 CHF | 87,413 CHF | 99.67% | 99.67% |
08/07/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 87,580 CHF | 89,580 CHF | 100.00% | 100.00% |
05/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 89,494 CHF | 91,494 CHF | 100.00% | 100.00% |
04/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 90,812 CHF | 92,812 CHF | 100.00% | 100.00% |
03/07/2024 | 2.13% | 0.44 CHF | 0.45 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 93,030 CHF | 95,030 CHF | 99.33% | 99.33% |
02/07/2024 | 1.94% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 102,227 CHF | 104,227 CHF | 99.62% | 99.62% |