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 | 2.31% | 0.87 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,363 CHF | 21,863 CHF | 98.05% | 98.05% |
12/07/2024 | 2.31% | 0.88 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,415 CHF | 21,915 CHF | 99.54% | 99.54% |
11/07/2024 | 2.41% | 0.84 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,471 CHF | 20,971 CHF | 99.34% | 99.34% |
10/07/2024 | 2.46% | 0.81 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,045 CHF | 20,545 CHF | 99.52% | 99.52% |
09/07/2024 | 2.55% | 0.78 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,397 CHF | 19,897 CHF | 99.52% | 99.52% |
08/07/2024 | 2.45% | 0.80 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,125 CHF | 20,625 CHF | 99.52% | 99.52% |
05/07/2024 | 2.37% | 0.81 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,894 CHF | 21,394 CHF | 98.44% | 98.44% |
04/07/2024 | 2.42% | 0.82 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,391 CHF | 20,891 CHF | 98.67% | 98.67% |
03/07/2024 | 2.46% | 0.81 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,118 CHF | 20,618 CHF | 99.49% | 99.49% |
02/07/2024 | 2.71% | 0.74 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,219 CHF | 18,719 CHF | 99.54% | 99.54% |