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 | 3.52% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 27,874 CHF | 28,874 CHF | 100.00% | 100.00% |
12/07/2024 | 3.49% | 0.29 CHF | 0.30 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 28,194 CHF | 29,194 CHF | 99.70% | 99.70% |
11/07/2024 | 3.68% | 0.28 CHF | 0.29 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 26,688 CHF | 27,688 CHF | 98.44% | 98.44% |
10/07/2024 | 4.09% | 0.27 CHF | 0.28 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,039 CHF | 25,039 CHF | 96.10% | 96.10% |
09/07/2024 | 4.36% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 22,439 CHF | 23,439 CHF | 99.67% | 99.67% |
08/07/2024 | 4.23% | 0.22 CHF | 0.23 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,149 CHF | 24,149 CHF | 99.84% | 99.84% |
05/07/2024 | 3.85% | 0.23 CHF | 0.24 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,535 CHF | 26,535 CHF | 100.00% | 100.00% |
04/07/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 24,352 CHF | 25,352 CHF | 100.00% | 100.00% |
03/07/2024 | 3.89% | 0.26 CHF | 0.27 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 25,199 CHF | 26,199 CHF | 99.25% | 99.25% |
02/07/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 23,190 CHF | 24,190 CHF | 99.68% | 99.68% |