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 | 2.42% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 40,820 CHF | 41,820 CHF | 100.00% | 100.00% |
12/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 40,524 CHF | 41,524 CHF | 99.70% | 99.70% |
11/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,125 CHF | 43,125 CHF | 96.99% | 96.99% |
10/07/2024 | 2.22% | 0.42 CHF | 0.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 44,670 CHF | 45,670 CHF | 96.09% | 96.09% |
09/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,274 CHF | 47,274 CHF | 99.64% | 99.64% |
08/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,617 CHF | 46,617 CHF | 99.84% | 99.84% |
05/07/2024 | 2.28% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,328 CHF | 44,328 CHF | 100.00% | 100.00% |
04/07/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 44,556 CHF | 45,556 CHF | 100.00% | 100.00% |
03/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 43,717 CHF | 44,717 CHF | 99.25% | 99.25% |
02/07/2024 | 2.18% | 0.45 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 45,454 CHF | 46,454 CHF | 99.68% | 99.68% |