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 | 2.22% | 0.47 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,141 CHF | 11,391 CHF | 99.39% | 99.39% |
12/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,380 CHF | 11,630 CHF | 99.08% | 99.08% |
11/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,806 CHF | 12,056 CHF | 96.97% | 96.97% |
10/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,263 CHF | 12,513 CHF | 95.49% | 95.49% |
09/07/2024 | 1.98% | 0.52 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,503 CHF | 12,753 CHF | 99.04% | 99.04% |
08/07/2024 | 2.08% | 0.50 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,885 CHF | 12,135 CHF | 99.23% | 99.23% |
05/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,794 CHF | 12,044 CHF | 99.39% | 99.39% |
04/07/2024 | 2.08% | 0.48 CHF | 0.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,874 CHF | 12,124 CHF | 99.39% | 99.39% |
03/07/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,847 CHF | 12,097 CHF | 98.64% | 98.64% |
02/07/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,300 CHF | 12,550 CHF | 99.06% | 99.06% |