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 | 1.60% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,506 CHF | 15,756 CHF | 100.00% | 100.00% |
12/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,608 CHF | 15,858 CHF | 97.74% | 97.74% |
11/07/2024 | 1.69% | 0.62 CHF | 0.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,671 CHF | 14,921 CHF | 94.92% | 94.92% |
10/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,024 CHF | 14,274 CHF | 99.77% | 99.77% |
09/07/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,366 CHF | 14,616 CHF | 100.00% | 100.00% |
08/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,731 CHF | 14,981 CHF | 98.99% | 98.99% |
05/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,000 CHF | 15,250 CHF | 100.00% | 100.00% |
04/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,041 CHF | 15,291 CHF | 98.17% | 98.17% |
03/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,232 CHF | 14,482 CHF | 100.00% | 100.00% |
02/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,353 CHF | 14,603 CHF | 100.00% | 100.00% |