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 | 3.94% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,231 CHF | 6,481 CHF | 100.00% | 100.00% |
12/07/2024 | 3.75% | 0.28 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,546 CHF | 6,796 CHF | 98.41% | 98.41% |
11/07/2024 | 4.51% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,440 CHF | 5,690 CHF | 98.87% | 98.87% |
10/07/2024 | 4.77% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,127 CHF | 5,377 CHF | 99.80% | 99.80% |
09/07/2024 | 4.71% | 0.17 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,196 CHF | 5,446 CHF | 100.00% | 100.00% |
08/07/2024 | 4.21% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,816 CHF | 6,066 CHF | 98.99% | 98.99% |
05/07/2024 | 3.92% | 0.24 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,254 CHF | 6,504 CHF | 100.00% | 100.00% |
04/07/2024 | 4.07% | 0.24 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,022 CHF | 6,272 CHF | 98.17% | 98.17% |
03/07/2024 | 4.61% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,305 CHF | 5,555 CHF | 100.00% | 100.00% |
02/07/2024 | 5.18% | 0.18 CHF | 0.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,704 CHF | 4,954 CHF | 100.00% | 100.00% |