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 | 1.55% | 0.67 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,031 CHF | 16,281 CHF | 100.00% | 100.00% |
12/07/2024 | 1.51% | 0.63 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,474 CHF | 16,724 CHF | 98.41% | 98.41% |
11/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,892 CHF | 17,142 CHF | 99.51% | 99.51% |
10/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,235 CHF | 17,485 CHF | 99.80% | 99.80% |
09/07/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,873 CHF | 18,123 CHF | 100.00% | 100.00% |
08/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,419 CHF | 17,669 CHF | 98.99% | 98.99% |
05/07/2024 | 1.46% | 0.71 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,986 CHF | 17,236 CHF | 100.00% | 100.00% |
04/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,100 CHF | 17,350 CHF | 98.17% | 98.17% |
03/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,600 CHF | 17,850 CHF | 99.48% | 99.48% |
02/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,519 CHF | 19,769 CHF | 99.49% | 99.49% |