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 | 3.01% | 0.64 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,369 CHF | 16,869 CHF | 98.06% | 98.06% |
12/07/2024 | 3.01% | 0.63 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,340 CHF | 16,840 CHF | 99.54% | 99.54% |
11/07/2024 | 2.86% | 0.67 CHF | 0.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,254 CHF | 17,754 CHF | 99.41% | 99.41% |
10/07/2024 | 2.80% | 0.70 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,632 CHF | 18,132 CHF | 99.52% | 99.52% |
09/07/2024 | 2.70% | 0.73 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,282 CHF | 18,782 CHF | 99.52% | 99.52% |
08/07/2024 | 2.81% | 0.71 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,542 CHF | 18,042 CHF | 99.52% | 99.52% |
05/07/2024 | 2.92% | 0.70 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,888 CHF | 17,388 CHF | 98.42% | 98.42% |
04/07/2024 | 2.83% | 0.69 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,403 CHF | 17,903 CHF | 98.67% | 98.67% |
03/07/2024 | 2.79% | 0.70 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,683 CHF | 18,183 CHF | 99.48% | 99.48% |
02/07/2024 | 2.53% | 0.77 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,496 CHF | 19,996 CHF | 99.57% | 99.57% |