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 | 2.92% | 0.69 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,873 CHF | 17,373 CHF | 98.06% | 98.06% |
12/07/2024 | 2.91% | 0.70 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,934 CHF | 17,434 CHF | 99.55% | 99.55% |
11/07/2024 | 3.08% | 0.66 CHF | 0.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,995 CHF | 16,495 CHF | 99.24% | 99.24% |
10/07/2024 | 3.16% | 0.64 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,579 CHF | 16,079 CHF | 99.52% | 99.52% |
09/07/2024 | 3.29% | 0.60 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,933 CHF | 15,433 CHF | 99.58% | 99.58% |
08/07/2024 | 3.14% | 0.62 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,666 CHF | 16,166 CHF | 99.49% | 99.49% |
05/07/2024 | 3.00% | 0.63 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,429 CHF | 16,929 CHF | 98.45% | 98.45% |
04/07/2024 | 3.09% | 0.65 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,927 CHF | 16,427 CHF | 98.67% | 98.67% |
03/07/2024 | 3.14% | 0.63 CHF | 0.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,657 CHF | 16,157 CHF | 99.50% | 99.50% |
02/07/2024 | 3.57% | 0.56 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,771 CHF | 14,271 CHF | 99.57% | 99.57% |