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 | 5.41% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,978 CHF | 18,978 CHF | 97.52% | 97.52% |
12/07/2024 | 5.41% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,016 CHF | 19,016 CHF | 84.29% | 84.29% |
11/07/2024 | 6.01% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,156 CHF | 17,156 CHF | 99.50% | 99.50% |
10/07/2024 | 7.11% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 13,690 CHF | 14,690 CHF | 96.05% | 99.55% |
09/07/2024 | 6.45% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 15,021 CHF | 16,021 CHF | 99.52% | 99.52% |
08/07/2024 | 6.08% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 15,967 CHF | 16,967 CHF | 99.48% | 99.48% |
05/07/2024 | 5.53% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,646 CHF | 18,646 CHF | 98.36% | 98.36% |
04/07/2024 | 5.64% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,256 CHF | 18,256 CHF | 98.48% | 98.48% |
03/07/2024 | 6.09% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 15,931 CHF | 16,931 CHF | 95.89% | 95.89% |
02/07/2024 | 7.58% | 0.13 CHF | 0.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,701 CHF | 13,701 CHF | 93.49% | 93.49% |