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 | 2.38% | 0.82 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,782 CHF | 21,282 CHF | 98.06% | 98.06% |
12/07/2024 | 2.38% | 0.81 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,748 CHF | 21,248 CHF | 99.54% | 99.54% |
11/07/2024 | 2.28% | 0.85 CHF | 0.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,656 CHF | 22,156 CHF | 99.37% | 99.37% |
10/07/2024 | 2.25% | 0.87 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,025 CHF | 22,525 CHF | 99.52% | 99.52% |
09/07/2024 | 2.18% | 0.90 CHF | 0.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,674 CHF | 23,174 CHF | 99.52% | 99.52% |
08/07/2024 | 2.25% | 0.88 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,932 CHF | 22,432 CHF | 99.49% | 99.49% |
05/07/2024 | 2.32% | 0.88 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,285 CHF | 21,785 CHF | 98.43% | 98.43% |
04/07/2024 | 2.27% | 0.87 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,799 CHF | 22,299 CHF | 98.67% | 98.67% |
03/07/2024 | 2.24% | 0.88 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,079 CHF | 22,579 CHF | 99.48% | 99.48% |
02/07/2024 | 2.07% | 0.95 CHF | 0.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,879 CHF | 24,379 CHF | 99.56% | 99.56% |