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 | 4.48% | 0.45 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,919 CHF | 11,419 CHF | 98.06% | 98.06% |
12/07/2024 | 4.45% | 0.46 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,987 CHF | 11,487 CHF | 99.55% | 99.55% |
11/07/2024 | 4.85% | 0.42 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,057 CHF | 10,557 CHF | 99.27% | 99.27% |
10/07/2024 | 5.06% | 0.40 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,652 CHF | 10,152 CHF | 99.52% | 99.52% |
09/07/2024 | 5.40% | 0.37 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,010 CHF | 9,510 CHF | 99.52% | 99.52% |
08/07/2024 | 5.00% | 0.39 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,749 CHF | 10,249 CHF | 99.51% | 99.51% |
05/07/2024 | 4.66% | 0.39 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,505 CHF | 11,005 CHF | 98.43% | 98.43% |
04/07/2024 | 4.88% | 0.41 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,004 CHF | 10,504 CHF | 98.67% | 98.67% |
03/07/2024 | 5.01% | 0.40 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,737 CHF | 10,237 CHF | 99.50% | 99.50% |
02/07/2024 | 6.16% | 0.33 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,869 CHF | 8,369 CHF | 99.57% | 99.57% |