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 | 5.76% | 0.16 CHF | 0.17 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 16,915 CHF | 17,915 CHF | 100.00% | 100.00% |
12/07/2024 | 5.08% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,181 CHF | 20,181 CHF | 100.00% | 100.00% |
11/07/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,224 CHF | 20,224 CHF | 100.00% | 100.00% |
10/07/2024 | 5.31% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 18,374 CHF | 19,374 CHF | 100.00% | 100.00% |
09/07/2024 | 5.09% | 0.18 CHF | 0.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,174 CHF | 20,174 CHF | 100.00% | 100.00% |
08/07/2024 | 4.97% | 0.19 CHF | 0.20 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,644 CHF | 20,644 CHF | 100.00% | 100.00% |
05/07/2024 | 4.61% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 21,214 CHF | 22,214 CHF | 100.00% | 100.00% |
04/07/2024 | 4.91% | 0.20 CHF | 0.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 19,861 CHF | 20,861 CHF | 100.00% | 100.00% |
03/07/2024 | 5.31% | 0.19 CHF | 0.20 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 22,961 CHF | 24,211 CHF | 100.00% | 100.00% |
02/07/2024 | 6.80% | 0.16 CHF | 0.17 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 17,806 CHF | 19,056 CHF | 100.00% | 100.00% |