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 | 3.86% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,444 CHF | 26,444 CHF | 99.99% | 99.99% |
12/07/2024 | 3.93% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,946 CHF | 25,946 CHF | 100.00% | 100.00% |
11/07/2024 | 4.46% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,993 CHF | 22,993 CHF | 99.97% | 99.97% |
10/07/2024 | 4.75% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,974 | 100,974 | 20,768 CHF | 21,778 CHF | 100.00% | 100.00% |
09/07/2024 | 4.09% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 99,777 | 99,777 | 24,023 CHF | 25,023 CHF | 99.74% | 99.74% |
08/07/2024 | 4.09% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 99,826 | 99,826 | 24,039 CHF | 25,039 CHF | 99.26% | 99.26% |
05/07/2024 | 4.20% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,354 CHF | 24,354 CHF | 100.00% | 100.00% |
04/07/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,593 CHF | 24,593 CHF | 99.61% | 99.61% |
03/07/2024 | 4.18% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,497 | 100,497 | 23,657 CHF | 24,662 CHF | 99.99% | 99.99% |
02/07/2024 | 4.57% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 103,539 | 103,539 | 22,140 CHF | 23,175 CHF | 99.99% | 99.99% |