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 | 1.66% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,983 CHF | 15,233 CHF | 100.00% | 100.00% |
12/07/2024 | 1.66% | 0.60 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,974 CHF | 15,224 CHF | 98.46% | 98.46% |
11/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,730 CHF | 14,980 CHF | 95.76% | 95.76% |
10/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,664 CHF | 15,914 CHF | 99.78% | 99.78% |
09/07/2024 | 1.75% | 0.60 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,173 CHF | 14,423 CHF | 100.00% | 100.00% |
08/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,872 CHF | 14,122 CHF | 98.99% | 98.99% |
05/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,166 CHF | 14,416 CHF | 100.00% | 100.00% |
04/07/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,205 CHF | 14,455 CHF | 98.17% | 98.17% |
03/07/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,655 CHF | 14,905 CHF | 100.00% | 100.00% |
02/07/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,342 CHF | 16,592 CHF | 100.00% | 100.00% |