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 | 2.15% | 0.50 CHF | 0.51 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 13,817 CHF | 14,117 CHF | 99.38% | 99.38% |
12/07/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 12,953 CHF | 13,253 CHF | 99.05% | 99.05% |
11/07/2024 | 2.25% | 0.46 CHF | 0.47 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 13,220 CHF | 13,520 CHF | 98.83% | 98.83% |
10/07/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 13,092 CHF | 13,392 CHF | 95.50% | 95.50% |
09/07/2024 | 2.29% | 0.39 CHF | 0.40 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 12,997 CHF | 13,297 CHF | 99.04% | 99.04% |
08/07/2024 | 2.22% | 0.48 CHF | 0.49 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 13,411 CHF | 13,711 CHF | 99.22% | 99.22% |
05/07/2024 | 2.42% | 0.36 CHF | 0.37 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 12,282 CHF | 12,582 CHF | 99.39% | 99.39% |
04/07/2024 | 2.86% | 0.34 CHF | 0.35 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 10,348 CHF | 10,648 CHF | 99.39% | 99.39% |
03/07/2024 | 2.71% | 0.37 CHF | 0.38 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 10,922 CHF | 11,222 CHF | 98.62% | 98.62% |
02/07/2024 | 2.94% | 0.32 CHF | 0.33 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 10,087 CHF | 10,387 CHF | 99.07% | 99.07% |