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 | 3.40% | 0.28 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,221 CHF | 7,471 CHF | 100.00% | 100.00% |
12/07/2024 | 3.49% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,035 CHF | 7,285 CHF | 98.47% | 98.47% |
11/07/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,727 CHF | 6,977 CHF | 99.74% | 99.74% |
10/07/2024 | 3.91% | 0.26 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,262 CHF | 6,512 CHF | 99.76% | 99.76% |
09/07/2024 | 4.12% | 0.24 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,943 CHF | 6,193 CHF | 100.00% | 100.00% |
08/07/2024 | 4.41% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,552 CHF | 5,802 CHF | 98.99% | 98.99% |
05/07/2024 | 4.44% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,505 CHF | 5,755 CHF | 100.00% | 100.00% |
04/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,480 CHF | 5,730 CHF | 98.17% | 98.17% |
03/07/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,491 CHF | 5,741 CHF | 100.00% | 100.00% |
02/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,480 CHF | 5,730 CHF | 100.00% | 100.00% |