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 | 4.53% | 0.62 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,745 CHF | 15,428 CHF | 99.72% | 99.72% |
12/07/2024 | 4.57% | 0.56 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,128 CHF | 14,788 CHF | 99.01% | 99.01% |
11/07/2024 | 4.05% | 0.57 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,814 CHF | 15,426 CHF | 99.09% | 99.09% |
10/07/2024 | 4.25% | 0.57 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,417 CHF | 15,043 CHF | 100.00% | 100.00% |
09/07/2024 | 4.59% | 0.58 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,758 CHF | 15,452 CHF | 100.00% | 100.00% |
08/07/2024 | 3.76% | 0.59 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,902 CHF | 16,509 CHF | 100.00% | 100.00% |
05/07/2024 | 3.63% | 0.66 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,259 CHF | 17,896 CHF | 95.71% | 95.71% |
04/07/2024 | 3.38% | 0.69 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,742 CHF | 19,381 CHF | 98.19% | 98.19% |
03/07/2024 | 1.48% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,742 CHF | 52,515 CHF | 100.00% | 100.00% |
02/07/2024 | 1.18% | 1.04 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 54,371 CHF | 55,015 CHF | 100.00% | 100.00% |