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 | 3.57% | 0.67 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,538 CHF | 17,140 CHF | 94.81% | 94.81% |
12/07/2024 | 4.40% | 0.66 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,571 CHF | 17,316 CHF | 99.01% | 99.01% |
11/07/2024 | 3.76% | 0.67 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,537 CHF | 18,209 CHF | 99.09% | 99.09% |
10/07/2024 | 3.48% | 0.72 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,975 CHF | 18,611 CHF | 100.00% | 100.00% |
09/07/2024 | 3.89% | 0.72 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,046 CHF | 18,763 CHF | 100.00% | 100.00% |
08/07/2024 | 3.78% | 0.73 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,059 CHF | 18,756 CHF | 100.00% | 100.00% |
05/07/2024 | 3.39% | 0.73 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,322 CHF | 18,955 CHF | 98.87% | 98.87% |
04/07/2024 | 3.49% | 0.73 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,524 CHF | 19,181 CHF | 100.00% | 100.00% |
03/07/2024 | 3.66% | 0.77 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,039 CHF | 19,750 CHF | 99.73% | 99.73% |
02/07/2024 | 3.71% | 0.78 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,163 CHF | 19,887 CHF | 100.00% | 100.00% |