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 | 0.53% | 0.50 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,200 CHF | 14,275 CHF | 46.82% | 93.45% |
12/07/2024 | 0.44% | 0.72 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,860 CHF | 16,935 CHF | 100.00% | 100.00% |
11/07/2024 | 0.57% | 0.58 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,165 CHF | 13,240 CHF | 99.95% | 99.95% |
10/07/2024 | 0.77% | 0.45 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,812 CHF | 9,887 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 0.33 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,968 CHF | 10,043 CHF | 99.98% | 99.98% |
08/07/2024 | 0.55% | 0.44 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,687 CHF | 13,762 CHF | 99.99% | 99.99% |
05/07/2024 | 0.44% | 0.62 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,955 CHF | 17,030 CHF | 98.95% | 98.95% |
04/07/2024 | 0.46% | 0.67 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,440 CHF | 16,515 CHF | 99.17% | 99.17% |
03/07/2024 | 0.46% | 0.64 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,455 CHF | 16,530 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 0.56 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,723 CHF | 13,798 CHF | 99.98% | 99.98% |