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 | 1.92% | 0.51 CHF | 0.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 38,720 CHF | 39,470 CHF | 98.72% | 98.72% |
12/07/2024 | 1.86% | 0.51 CHF | 0.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 40,040 CHF | 40,790 CHF | 98.47% | 98.47% |
11/07/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 38,930 CHF | 39,680 CHF | 99.08% | 99.08% |
10/07/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 36,930 CHF | 37,680 CHF | 100.00% | 100.00% |
09/07/2024 | 2.35% | 0.40 CHF | 0.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 42,123 CHF | 43,123 CHF | 98.75% | 98.75% |
08/07/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 39,215 CHF | 40,215 CHF | 100.00% | 100.00% |
05/07/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 38,697 CHF | 39,697 CHF | 98.97% | 98.97% |
04/07/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 37,804 CHF | 38,804 CHF | 100.00% | 100.00% |
03/07/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,838 CHF | 35,838 CHF | 97.93% | 97.93% |
02/07/2024 | 2.89% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 34,139 CHF | 35,139 CHF | 100.00% | 100.00% |