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 | 3.04% | 0.66 CHF | 0.68 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 64,880 CHF | 66,880 CHF | 98.05% | 98.05% |
12/07/2024 | 3.03% | 0.67 CHF | 0.69 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 65,124 CHF | 67,124 CHF | 99.55% | 99.55% |
11/07/2024 | 3.21% | 0.63 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,374 CHF | 63,374 CHF | 99.32% | 99.32% |
10/07/2024 | 3.30% | 0.61 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 59,715 CHF | 61,715 CHF | 99.52% | 99.52% |
09/07/2024 | 3.44% | 0.58 CHF | 0.60 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,133 CHF | 59,133 CHF | 99.52% | 99.52% |
08/07/2024 | 3.28% | 0.60 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,067 CHF | 62,067 CHF | 99.48% | 99.48% |
05/07/2024 | 3.12% | 0.60 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,115 CHF | 65,115 CHF | 98.45% | 98.45% |
04/07/2024 | 3.22% | 0.62 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,109 CHF | 63,109 CHF | 98.68% | 98.68% |
03/07/2024 | 3.28% | 0.61 CHF | 0.63 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,028 CHF | 62,028 CHF | 99.50% | 99.50% |
02/07/2024 | 3.74% | 0.54 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,491 CHF | 54,491 CHF | 99.55% | 99.55% |