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 | 3.99% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,633 CHF | 25,633 CHF | 99.99% | 99.99% |
12/07/2024 | 3.80% | 0.27 CHF | 0.28 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 28,387 CHF | 29,487 CHF | 99.72% | 99.72% |
11/07/2024 | 4.11% | 0.25 CHF | 0.26 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 26,209 CHF | 27,309 CHF | 99.97% | 99.97% |
10/07/2024 | 4.20% | 0.24 CHF | 0.25 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 30,360 CHF | 31,660 CHF | 99.99% | 99.99% |
09/07/2024 | 4.62% | 0.20 CHF | 0.21 CHF | 110,000 | 110,000 | 109,755 | 109,755 | 23,390 CHF | 24,490 CHF | 100.00% | 100.00% |
08/07/2024 | 3.68% | 0.25 CHF | 0.26 CHF | 110,000 | 110,000 | 109,812 | 109,812 | 29,478 CHF | 30,578 CHF | 99.99% | 99.99% |
05/07/2024 | 3.53% | 0.26 CHF | 0.27 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 30,727 CHF | 31,827 CHF | 99.99% | 99.99% |
04/07/2024 | 3.32% | 0.29 CHF | 0.30 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 35,563 CHF | 36,763 CHF | 100.00% | 100.00% |
03/07/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 30,156 CHF | 31,456 CHF | 100.00% | 100.00% |
02/07/2024 | 5.55% | 0.19 CHF | 0.20 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 22,820 CHF | 24,120 CHF | 99.99% | 99.99% |