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 | 2.06% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 48,039 CHF | 49,039 CHF | 99.03% | 99.37% |
12/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 99,947 | 50,617 CHF | 51,590 CHF | 99.09% | 99.38% |
11/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 47,362 CHF | 48,362 CHF | 99.37% | 99.37% |
10/07/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,212 CHF | 40,212 CHF | 98.88% | 99.37% |
09/07/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,720 CHF | 40,720 CHF | 99.38% | 99.38% |
08/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,537 CHF | 40,537 CHF | 99.38% | 99.38% |
05/07/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 101,156 | 101,156 | 38,989 CHF | 40,000 CHF | 99.38% | 99.38% |
04/07/2024 | 2.66% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 106,726 | 106,726 | 39,439 CHF | 40,506 CHF | 98.60% | 98.82% |
03/07/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 49,291 CHF | 50,791 CHF | 98.74% | 99.37% |
02/07/2024 | 3.14% | 0.32 CHF | 0.33 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 47,083 CHF | 48,583 CHF | 99.37% | 99.37% |