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 | 2.01% | 0.54 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,361 CHF | 12,611 CHF | 100.00% | 100.00% |
12/07/2024 | 1.94% | 0.47 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,764 CHF | 13,014 CHF | 98.40% | 98.40% |
11/07/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,365 CHF | 14,615 CHF | 99.37% | 99.37% |
10/07/2024 | 1.68% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,775 CHF | 15,025 CHF | 99.78% | 99.78% |
09/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,311 CHF | 14,561 CHF | 100.00% | 100.00% |
08/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,141 CHF | 14,391 CHF | 98.98% | 98.98% |
05/07/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,586 CHF | 13,836 CHF | 100.00% | 100.00% |
04/07/2024 | 1.70% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,563 CHF | 14,813 CHF | 98.15% | 98.15% |
03/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,734 CHF | 14,984 CHF | 100.00% | 100.00% |
02/07/2024 | 1.55% | 0.61 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,992 CHF | 16,242 CHF | 100.00% | 100.00% |