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 | 1.58% | 0.67 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,722 CHF | 15,972 CHF | 100.00% | 100.00% |
12/07/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,295 CHF | 16,545 CHF | 98.41% | 98.41% |
11/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,812 CHF | 17,062 CHF | 99.69% | 99.69% |
10/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,236 CHF | 17,486 CHF | 99.80% | 99.80% |
09/07/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,048 CHF | 18,298 CHF | 100.00% | 100.00% |
08/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,454 CHF | 17,704 CHF | 98.99% | 98.99% |
05/07/2024 | 1.47% | 0.72 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,947 CHF | 17,197 CHF | 100.00% | 100.00% |
04/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,056 CHF | 17,306 CHF | 98.17% | 98.17% |
03/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,697 CHF | 17,947 CHF | 99.47% | 99.47% |
02/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,103 CHF | 20,353 CHF | 99.75% | 99.75% |