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 | 2.41% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 40,998 CHF | 41,998 CHF | 100.00% | 100.00% |
12/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 110,000 | 110,000 | 109,999 | 109,999 | 46,290 CHF | 47,390 CHF | 99.99% | 99.99% |
11/07/2024 | 2.48% | 0.41 CHF | 0.42 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 43,848 CHF | 44,948 CHF | 99.99% | 99.99% |
10/07/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 46,979 CHF | 48,179 CHF | 100.00% | 100.00% |
09/07/2024 | 2.72% | 0.35 CHF | 0.36 CHF | 110,000 | 110,000 | 109,753 | 109,753 | 40,020 CHF | 41,120 CHF | 100.00% | 100.00% |
08/07/2024 | 2.36% | 0.40 CHF | 0.41 CHF | 110,000 | 110,000 | 109,808 | 109,808 | 46,113 CHF | 47,213 CHF | 99.66% | 99.66% |
05/07/2024 | 2.31% | 0.40 CHF | 0.41 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 47,209 CHF | 48,309 CHF | 99.99% | 99.99% |
04/07/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 49,059 CHF | 50,159 CHF | 100.00% | 100.00% |
03/07/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 45,436 CHF | 46,636 CHF | 100.00% | 100.00% |
02/07/2024 | 3.17% | 0.34 CHF | 0.35 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 37,354 CHF | 38,554 CHF | 99.99% | 99.99% |