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 | 3.61% | 0.56 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,481 CHF | 56,481 CHF | 98.07% | 98.07% |
12/07/2024 | 3.59% | 0.57 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,738 CHF | 56,738 CHF | 99.55% | 99.55% |
11/07/2024 | 3.85% | 0.53 CHF | 0.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,009 CHF | 53,009 CHF | 99.43% | 99.43% |
10/07/2024 | 3.98% | 0.51 CHF | 0.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,355 CHF | 51,355 CHF | 99.52% | 99.52% |
09/07/2024 | 4.19% | 0.47 CHF | 0.49 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,788 CHF | 48,788 CHF | 99.52% | 99.52% |
08/07/2024 | 3.94% | 0.49 CHF | 0.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,731 CHF | 51,731 CHF | 99.52% | 99.52% |
05/07/2024 | 3.72% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 52,767 CHF | 54,767 CHF | 98.46% | 98.46% |
04/07/2024 | 3.87% | 0.52 CHF | 0.54 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,768 CHF | 52,768 CHF | 98.68% | 98.68% |
03/07/2024 | 3.95% | 0.50 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 49,689 CHF | 51,689 CHF | 99.49% | 99.49% |
02/07/2024 | 4.63% | 0.43 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,184 CHF | 44,184 CHF | 99.58% | 99.58% |