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 | 2.58% | 0.78 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,100 CHF | 19,600 CHF | 98.05% | 98.05% |
12/07/2024 | 2.58% | 0.79 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,158 CHF | 19,658 CHF | 99.54% | 99.54% |
11/07/2024 | 2.71% | 0.75 CHF | 0.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,215 CHF | 18,715 CHF | 99.29% | 99.29% |
10/07/2024 | 2.77% | 0.72 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,794 CHF | 18,294 CHF | 99.52% | 99.52% |
09/07/2024 | 2.87% | 0.69 CHF | 0.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,148 CHF | 17,648 CHF | 99.52% | 99.52% |
08/07/2024 | 2.76% | 0.71 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,878 CHF | 18,378 CHF | 99.50% | 99.50% |
05/07/2024 | 2.65% | 0.72 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,644 CHF | 19,144 CHF | 98.44% | 98.44% |
04/07/2024 | 2.72% | 0.73 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,142 CHF | 18,642 CHF | 98.67% | 98.67% |
03/07/2024 | 2.76% | 0.72 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,870 CHF | 18,370 CHF | 99.48% | 99.48% |
02/07/2024 | 3.08% | 0.65 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 15,977 CHF | 16,477 CHF | 99.56% | 99.56% |