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 | 1.33% | 0.81 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,771 CHF | 19,021 CHF | 99.39% | 99.39% |
12/07/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,082 CHF | 18,332 CHF | 99.08% | 99.08% |
11/07/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,317 CHF | 19,567 CHF | 98.59% | 98.59% |
10/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,217 CHF | 19,467 CHF | 95.46% | 95.46% |
09/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,439 CHF | 20,689 CHF | 99.06% | 99.06% |
08/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,634 CHF | 18,884 CHF | 99.24% | 99.24% |
05/07/2024 | 1.36% | 0.77 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,321 CHF | 18,571 CHF | 99.39% | 99.39% |
04/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,238 CHF | 21,488 CHF | 99.39% | 99.39% |
03/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,974 CHF | 22,224 CHF | 98.63% | 98.63% |
02/07/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,269 CHF | 23,519 CHF | 99.07% | 99.07% |