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 | 2.56% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,653 CHF | 9,903 CHF | 99.39% | 99.39% |
12/07/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,891 CHF | 10,141 CHF | 99.07% | 99.07% |
11/07/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,329 CHF | 10,579 CHF | 94.21% | 94.21% |
10/07/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,782 CHF | 11,032 CHF | 95.50% | 95.50% |
09/07/2024 | 2.24% | 0.46 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,038 CHF | 11,288 CHF | 99.04% | 99.04% |
08/07/2024 | 2.37% | 0.44 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,432 CHF | 10,682 CHF | 99.23% | 99.23% |
05/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,305 CHF | 10,555 CHF | 99.39% | 99.39% |
04/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,391 CHF | 10,641 CHF | 99.39% | 99.39% |
03/07/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,357 CHF | 10,607 CHF | 98.63% | 98.63% |
02/07/2024 | 2.29% | 0.42 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,817 CHF | 11,067 CHF | 99.07% | 99.07% |