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 | 4.84% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,166 CHF | 21,166 CHF | 99.39% | 99.39% |
12/07/2024 | 4.92% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,823 CHF | 20,823 CHF | 99.09% | 99.09% |
11/07/2024 | 5.34% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,243 CHF | 19,243 CHF | 98.08% | 98.08% |
10/07/2024 | 5.49% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,772 CHF | 18,772 CHF | 95.47% | 95.47% |
09/07/2024 | 5.86% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,896 CHF | 17,896 CHF | 99.06% | 99.06% |
08/07/2024 | 6.23% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 15,592 CHF | 16,592 CHF | 99.24% | 99.24% |
05/07/2024 | 6.27% | 0.15 CHF | 0.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 15,493 CHF | 16,493 CHF | 99.39% | 99.39% |
04/07/2024 | 5.38% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,246 CHF | 19,246 CHF | 99.39% | 99.39% |
03/07/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,901 CHF | 25,901 CHF | 98.64% | 98.64% |
02/07/2024 | 3.99% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 99,997 | 100,000 | 24,699 CHF | 25,700 CHF | 99.07% | 99.07% |