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 | 1.82% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,633 CHF | 13,883 CHF | 100.00% | 100.00% |
12/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,610 CHF | 13,860 CHF | 98.43% | 98.43% |
11/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,948 CHF | 14,198 CHF | 97.83% | 97.83% |
10/07/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,431 CHF | 14,681 CHF | 99.80% | 99.80% |
09/07/2024 | 1.73% | 0.58 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,346 CHF | 14,596 CHF | 100.00% | 100.00% |
08/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,978 CHF | 14,228 CHF | 98.99% | 98.99% |
05/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,002 CHF | 14,252 CHF | 100.00% | 100.00% |
04/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,248 CHF | 14,498 CHF | 98.17% | 98.17% |
03/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,605 CHF | 14,855 CHF | 100.00% | 100.00% |
02/07/2024 | 1.66% | 0.59 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,954 CHF | 15,204 CHF | 100.00% | 100.00% |