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 | 1.57% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,818 CHF | 16,068 CHF | 99.39% | 99.39% |
12/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,052 CHF | 16,302 CHF | 99.07% | 99.07% |
11/07/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,481 CHF | 16,731 CHF | 97.72% | 97.72% |
10/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,968 CHF | 17,218 CHF | 95.51% | 95.51% |
09/07/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,123 CHF | 17,373 CHF | 99.04% | 99.04% |
08/07/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,577 CHF | 16,827 CHF | 99.23% | 99.23% |
05/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,499 CHF | 16,749 CHF | 99.39% | 99.39% |
04/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,559 CHF | 16,809 CHF | 99.39% | 99.39% |
03/07/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,539 CHF | 16,789 CHF | 98.65% | 98.65% |
02/07/2024 | 1.46% | 0.66 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,948 CHF | 17,198 CHF | 99.07% | 99.07% |