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% | 0.59 CHF | 0.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,447 CHF | 14,947 CHF | 98.06% | 98.06% |
12/07/2024 | 3.39% | 0.60 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,511 CHF | 15,011 CHF | 99.54% | 99.54% |
11/07/2024 | 3.62% | 0.56 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,577 CHF | 14,077 CHF | 99.49% | 99.49% |
10/07/2024 | 3.73% | 0.54 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,162 CHF | 13,662 CHF | 99.52% | 99.52% |
09/07/2024 | 3.92% | 0.51 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,520 CHF | 13,020 CHF | 99.52% | 99.52% |
08/07/2024 | 3.70% | 0.53 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,254 CHF | 13,754 CHF | 99.52% | 99.52% |
05/07/2024 | 3.51% | 0.53 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,015 CHF | 14,515 CHF | 98.44% | 98.44% |
04/07/2024 | 3.63% | 0.55 CHF | 0.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,515 CHF | 14,015 CHF | 98.67% | 98.67% |
03/07/2024 | 3.71% | 0.54 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,245 CHF | 13,745 CHF | 99.48% | 99.48% |
02/07/2024 | 4.31% | 0.47 CHF | 0.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,366 CHF | 11,866 CHF | 99.57% | 99.57% |