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 | 8.48% | 0.24 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,652 CHF | 6,152 CHF | 98.06% | 98.06% |
12/07/2024 | 8.38% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,724 CHF | 6,224 CHF | 99.54% | 99.54% |
11/07/2024 | 9.92% | 0.21 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,803 CHF | 5,303 CHF | 99.40% | 99.40% |
10/07/2024 | 10.81% | 0.19 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,407 CHF | 4,907 CHF | 99.52% | 99.52% |
09/07/2024 | 12.48% | 0.16 CHF | 0.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 3,770 CHF | 4,270 CHF | 99.57% | 99.57% |
08/07/2024 | 10.51% | 0.18 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,513 CHF | 5,013 CHF | 99.49% | 99.49% |
05/07/2024 | 9.13% | 0.18 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,260 CHF | 5,760 CHF | 98.45% | 98.45% |
04/07/2024 | 10.00% | 0.20 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,765 CHF | 5,265 CHF | 98.67% | 98.67% |
03/07/2024 | 10.56% | 0.19 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,499 CHF | 4,999 CHF | 99.48% | 99.48% |
02/07/2024 | 17.37% | 0.12 CHF | 0.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 2,645 CHF | 3,145 CHF | 99.54% | 99.54% |