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 | 1.94% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,748 CHF | 12,998 CHF | 99.38% | 99.38% |
12/07/2024 | 2.01% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,346 CHF | 12,596 CHF | 99.06% | 99.06% |
11/07/2024 | 1.96% | 0.52 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,627 CHF | 12,877 CHF | 86.88% | 86.88% |
10/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,736 CHF | 12,986 CHF | 95.50% | 95.50% |
09/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,557 CHF | 12,807 CHF | 99.07% | 99.07% |
08/07/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,028 CHF | 13,278 CHF | 99.24% | 99.24% |
05/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,004 CHF | 14,254 CHF | 99.38% | 99.38% |
04/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,516 CHF | 13,766 CHF | 99.39% | 99.39% |
03/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,294 CHF | 13,544 CHF | 98.63% | 98.63% |
02/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,654 CHF | 12,904 CHF | 99.07% | 99.07% |