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 | 1.17% | 0.83 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,267 CHF | 21,517 CHF | 100.00% | 100.00% |
12/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,313 CHF | 21,563 CHF | 98.46% | 98.46% |
11/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,571 CHF | 21,821 CHF | 95.97% | 95.97% |
10/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,612 CHF | 20,862 CHF | 99.78% | 99.78% |
09/07/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,100 CHF | 22,350 CHF | 100.00% | 100.00% |
08/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 25,000 | 25,000 | 25,000 | 24,993 | 22,521 CHF | 22,765 CHF | 98.99% | 98.99% |
05/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,313 CHF | 22,563 CHF | 100.00% | 100.00% |
04/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,223 CHF | 22,473 CHF | 98.17% | 98.17% |
03/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,798 CHF | 22,048 CHF | 100.00% | 100.00% |
02/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,134 CHF | 20,384 CHF | 100.00% | 100.00% |