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 | 2.51% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,446 CHF | 40,446 CHF | 100.00% | 100.00% |
12/07/2024 | 2.55% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,734 CHF | 39,734 CHF | 100.00% | 100.00% |
11/07/2024 | 2.86% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,597 CHF | 35,597 CHF | 99.99% | 99.99% |
10/07/2024 | 3.04% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,978 | 100,978 | 32,747 CHF | 33,757 CHF | 100.00% | 100.00% |
09/07/2024 | 2.66% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 99,781 | 99,781 | 37,241 CHF | 38,241 CHF | 99.73% | 99.73% |
08/07/2024 | 2.65% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 99,829 | 99,829 | 37,272 CHF | 38,272 CHF | 99.27% | 99.27% |
05/07/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,242 CHF | 37,242 CHF | 100.00% | 100.00% |
04/07/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,524 CHF | 37,524 CHF | 99.61% | 99.61% |
03/07/2024 | 2.71% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,501 | 100,501 | 36,645 CHF | 37,650 CHF | 100.00% | 100.00% |
02/07/2024 | 2.96% | 0.36 CHF | 0.37 CHF | 100,000 | 100,000 | 103,528 | 103,528 | 34,464 CHF | 35,499 CHF | 99.99% | 99.99% |