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 | 4.88% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 20,000 CHF | 21,000 CHF | 99.55% | 99.55% |
12/07/2024 | 4.94% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,755 CHF | 20,755 CHF | 99.52% | 99.52% |
11/07/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,871 CHF | 20,871 CHF | 99.49% | 99.49% |
10/07/2024 | 5.09% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,159 CHF | 20,159 CHF | 99.42% | 99.53% |
09/07/2024 | 5.14% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 23,692 CHF | 24,942 CHF | 99.51% | 99.51% |
08/07/2024 | 5.49% | 0.18 CHF | 0.19 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 22,163 CHF | 23,413 CHF | 99.53% | 99.53% |
05/07/2024 | 5.57% | 0.17 CHF | 0.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 17,467 CHF | 18,467 CHF | 99.07% | 99.07% |
04/07/2024 | 4.66% | 0.20 CHF | 0.21 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 12,627 CHF | 13,227 CHF | 99.55% | 99.55% |
03/07/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 16,710 CHF | 17,210 CHF | 99.55% | 99.55% |
02/07/2024 | 2.66% | 0.37 CHF | 0.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 18,541 CHF | 19,041 CHF | 99.50% | 99.50% |