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 | 3.15% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,231 CHF | 32,231 CHF | 97.52% | 97.52% |
12/07/2024 | 3.15% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,277 CHF | 32,277 CHF | 84.29% | 84.29% |
11/07/2024 | 2.98% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,109 CHF | 34,109 CHF | 99.50% | 99.50% |
10/07/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,625 CHF | 36,625 CHF | 99.55% | 99.55% |
09/07/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,210 CHF | 35,210 CHF | 99.57% | 99.57% |
08/07/2024 | 2.96% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,255 CHF | 34,255 CHF | 99.48% | 99.48% |
05/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 31,778 CHF | 32,778 CHF | 98.36% | 98.36% |
04/07/2024 | 3.06% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,226 CHF | 33,226 CHF | 98.47% | 98.47% |
03/07/2024 | 2.94% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,556 CHF | 34,556 CHF | 95.89% | 95.89% |
02/07/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,693 CHF | 37,693 CHF | 93.50% | 93.50% |