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 | 3.26% | 0.31 CHF | 0.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 30,199 CHF | 31,199 CHF | 99.39% | 99.39% |
12/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 32,516 CHF | 33,516 CHF | 99.07% | 99.07% |
11/07/2024 | 2.86% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,521 CHF | 35,521 CHF | 98.75% | 98.75% |
10/07/2024 | 3.00% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 33,092 CHF | 34,092 CHF | 95.47% | 95.47% |
09/07/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,569 CHF | 24,569 CHF | 99.06% | 99.06% |
08/07/2024 | 3.70% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,890 CHF | 27,890 CHF | 99.24% | 99.24% |
05/07/2024 | 2.88% | 0.33 CHF | 0.34 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,219 CHF | 35,219 CHF | 99.39% | 99.39% |
04/07/2024 | 2.76% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 35,732 CHF | 36,732 CHF | 99.39% | 99.39% |
03/07/2024 | 2.74% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 36,005 CHF | 37,005 CHF | 98.64% | 98.64% |
02/07/2024 | 2.63% | 0.34 CHF | 0.35 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,612 CHF | 38,612 CHF | 99.07% | 99.07% |