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 | 1.16% | 0.83 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,529 CHF | 21,779 CHF | 100.00% | 100.00% |
12/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,307 CHF | 20,557 CHF | 97.75% | 97.75% |
11/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,839 CHF | 23,089 CHF | 99.45% | 99.45% |
10/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,763 CHF | 22,013 CHF | 99.77% | 99.77% |
09/07/2024 | 1.13% | 0.82 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,007 CHF | 22,257 CHF | 100.00% | 100.00% |
08/07/2024 | 1.16% | 0.81 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,530 CHF | 21,780 CHF | 98.98% | 98.98% |
05/07/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,791 CHF | 26,041 CHF | 100.00% | 100.00% |
04/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,245 CHF | 28,495 CHF | 98.15% | 98.15% |
03/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,877 CHF | 28,127 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,305 CHF | 25,555 CHF | 100.00% | 100.00% |