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 | 2.56% | 0.43 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,675 CHF | 9,925 CHF | 100.00% | 100.00% |
12/07/2024 | 2.45% | 0.36 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,113 CHF | 10,363 CHF | 98.41% | 98.41% |
11/07/2024 | 2.11% | 0.44 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,719 CHF | 11,969 CHF | 98.44% | 98.44% |
10/07/2024 | 2.04% | 0.46 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,126 CHF | 12,376 CHF | 99.79% | 99.79% |
09/07/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,616 CHF | 11,866 CHF | 100.00% | 100.00% |
08/07/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,441 CHF | 11,691 CHF | 98.98% | 98.98% |
05/07/2024 | 2.27% | 0.47 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,890 CHF | 11,140 CHF | 100.00% | 100.00% |
04/07/2024 | 2.08% | 0.45 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,909 CHF | 12,159 CHF | 98.16% | 98.16% |
03/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,084 CHF | 12,334 CHF | 100.00% | 100.00% |
02/07/2024 | 1.86% | 0.50 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,294 CHF | 13,544 CHF | 100.00% | 100.00% |