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 | 3.09% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 54,587 | 54,587 | 17,863 CHF | 18,411 CHF | 99.99% | 99.99% |
12/07/2024 | 3.63% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 55,383 | 55,383 | 15,768 CHF | 16,325 CHF | 99.94% | 99.94% |
11/07/2024 | 3.72% | 0.28 CHF | 0.30 CHF | 100,000 | 100,000 | 54,186 | 54,186 | 15,066 CHF | 15,615 CHF | 99.43% | 99.43% |
10/07/2024 | 4.06% | 0.27 CHF | 0.28 CHF | 110,000 | 110,000 | 63,466 | 63,466 | 15,985 CHF | 16,622 CHF | 99.84% | 99.84% |
09/07/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 110,000 | 110,000 | 64,360 | 64,360 | 14,628 CHF | 15,275 CHF | 99.66% | 99.66% |
08/07/2024 | 4.51% | 0.22 CHF | 0.23 CHF | 110,000 | 110,000 | 64,227 | 64,227 | 14,476 CHF | 15,123 CHF | 100.00% | 100.00% |
05/07/2024 | 4.12% | 0.26 CHF | 0.27 CHF | 110,000 | 110,000 | 64,527 | 64,527 | 15,885 CHF | 16,533 CHF | 99.53% | 99.53% |
04/07/2024 | 4.29% | 0.23 CHF | 0.24 CHF | 60,000 | 60,000 | 54,626 | 54,626 | 12,480 CHF | 13,027 CHF | 98.94% | 98.94% |
03/07/2024 | 5.23% | 0.23 CHF | 0.24 CHF | 110,000 | 110,000 | 63,091 | 63,091 | 12,495 CHF | 13,128 CHF | 98.22% | 98.22% |
02/07/2024 | 5.72% | 0.17 CHF | 0.18 CHF | 110,000 | 110,000 | 64,056 | 64,056 | 11,178 CHF | 11,822 CHF | 100.00% | 100.00% |