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 | 1.59% | 0.66 CHF | 0.67 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 18,753 CHF | 19,053 CHF | 99.38% | 99.38% |
12/07/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 17,901 CHF | 18,201 CHF | 99.07% | 99.07% |
11/07/2024 | 1.64% | 0.63 CHF | 0.64 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 18,153 CHF | 18,453 CHF | 98.75% | 98.75% |
10/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 18,013 CHF | 18,313 CHF | 95.50% | 95.50% |
09/07/2024 | 1.66% | 0.55 CHF | 0.56 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 17,924 CHF | 18,224 CHF | 99.05% | 99.05% |
08/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 18,329 CHF | 18,629 CHF | 99.23% | 99.23% |
05/07/2024 | 1.73% | 0.52 CHF | 0.53 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 17,186 CHF | 17,486 CHF | 99.38% | 99.38% |
04/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 15,270 CHF | 15,570 CHF | 99.39% | 99.39% |
03/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 15,841 CHF | 16,141 CHF | 98.62% | 98.62% |
02/07/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 14,966 CHF | 15,266 CHF | 99.07% | 99.07% |