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 | 3.90% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 50,500 CHF | 52,500 CHF | 100.00% | 100.00% |
12/07/2024 | 3.45% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 57,026 CHF | 59,026 CHF | 99.96% | 99.96% |
11/07/2024 | 3.00% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,646 CHF | 67,646 CHF | 98.62% | 98.62% |
10/07/2024 | 2.13% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 92,898 CHF | 94,898 CHF | 96.17% | 96.17% |
09/07/2024 | 2.24% | 0.48 CHF | 0.49 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 88,468 CHF | 90,468 CHF | 99.64% | 99.64% |
08/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 97,788 CHF | 99,788 CHF | 100.00% | 100.00% |
05/07/2024 | 2.10% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 94,378 CHF | 96,378 CHF | 100.00% | 100.00% |
04/07/2024 | 1.99% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 99,457 CHF | 101,457 CHF | 100.00% | 100.00% |
03/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 106,960 CHF | 108,960 CHF | 99.32% | 99.32% |
02/07/2024 | 1.62% | 0.56 CHF | 0.57 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,709 CHF | 124,709 CHF | 99.49% | 99.49% |