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 | 2.52% | 0.46 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,847 CHF | 10,097 CHF | 100.00% | 100.00% |
12/07/2024 | 2.52% | 0.41 CHF | 0.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,799 CHF | 10,049 CHF | 98.99% | 98.99% |
11/07/2024 | 2.31% | 0.47 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,725 CHF | 10,975 CHF | 99.07% | 99.07% |
10/07/2024 | 1.68% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,805 CHF | 15,055 CHF | 99.81% | 99.81% |
09/07/2024 | 1.72% | 0.60 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,436 CHF | 14,686 CHF | 100.00% | 100.00% |
08/07/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,137 CHF | 15,387 CHF | 100.00% | 100.00% |
05/07/2024 | 1.63% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,181 CHF | 15,431 CHF | 100.00% | 100.00% |
04/07/2024 | 1.61% | 0.59 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,431 CHF | 15,681 CHF | 100.00% | 100.00% |
03/07/2024 | 1.49% | 0.68 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,658 CHF | 16,908 CHF | 99.51% | 99.51% |
02/07/2024 | 1.44% | 0.66 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,240 CHF | 17,490 CHF | 100.00% | 100.00% |