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 | 3.49% | 0.27 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,046 CHF | 7,296 CHF | 75.19% | 75.19% |
12/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,250 CHF | 7,500 CHF | 4.20% | 4.20% |
11/07/2024 | 3.78% | 0.27 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,493 CHF | 6,743 CHF | 29.10% | 29.10% |
10/07/2024 | 4.23% | 0.24 CHF | 0.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,781 CHF | 6,031 CHF | 82.45% | 82.45% |
09/07/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,747 CHF | 5,997 CHF | 58.99% | 58.99% |
08/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,249 CHF | 6,499 CHF | 78.57% | 78.57% |
05/07/2024 | 3.88% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,318 CHF | 6,568 CHF | 38.29% | 38.29% |
04/07/2024 | 3.92% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,253 CHF | 6,503 CHF | 44.37% | 44.37% |
03/07/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,488 CHF | 6,738 CHF | 29.40% | 29.40% |
02/07/2024 | 4.06% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,032 CHF | 6,282 CHF | 22.07% | 22.07% |