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 | 4.12% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,798 CHF | 24,798 CHF | 97.49% | 97.49% |
12/07/2024 | 4.11% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,835 CHF | 24,835 CHF | 84.29% | 84.29% |
11/07/2024 | 4.45% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,968 CHF | 22,968 CHF | 99.52% | 99.52% |
10/07/2024 | 5.05% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,393 CHF | 20,393 CHF | 99.55% | 99.55% |
09/07/2024 | 4.69% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,824 CHF | 21,824 CHF | 99.57% | 99.57% |
08/07/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,770 CHF | 22,770 CHF | 99.48% | 99.48% |
05/07/2024 | 4.18% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,448 CHF | 24,448 CHF | 98.36% | 98.36% |
04/07/2024 | 4.25% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,058 CHF | 24,058 CHF | 98.48% | 98.48% |
03/07/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,734 CHF | 22,734 CHF | 95.89% | 95.89% |
02/07/2024 | 5.27% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,487 CHF | 19,487 CHF | 93.49% | 93.49% |