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 | 2.08% | 0.97 CHF | 0.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,806 CHF | 24,306 CHF | 98.04% | 98.04% |
12/07/2024 | 2.07% | 0.98 CHF | 1.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,856 CHF | 24,356 CHF | 99.54% | 99.54% |
11/07/2024 | 2.16% | 0.93 CHF | 0.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,907 CHF | 23,407 CHF | 99.34% | 99.34% |
10/07/2024 | 2.20% | 0.91 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,476 CHF | 22,976 CHF | 99.52% | 99.52% |
09/07/2024 | 2.26% | 0.88 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,828 CHF | 22,328 CHF | 99.52% | 99.52% |
08/07/2024 | 2.19% | 0.90 CHF | 0.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,553 CHF | 23,053 CHF | 99.52% | 99.52% |
05/07/2024 | 2.12% | 0.90 CHF | 0.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,325 CHF | 23,825 CHF | 98.45% | 98.45% |
04/07/2024 | 2.17% | 0.92 CHF | 0.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,823 CHF | 23,323 CHF | 98.67% | 98.67% |
03/07/2024 | 2.19% | 0.91 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,547 CHF | 23,047 CHF | 99.48% | 99.48% |
02/07/2024 | 2.39% | 0.84 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,641 CHF | 21,141 CHF | 99.54% | 99.54% |