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 | 4.46% | 0.87 CHF | 0.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,258 CHF | 23,274 CHF | 98.64% | 98.64% |
12/07/2024 | 4.72% | 0.88 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,223 CHF | 22,249 CHF | 99.38% | 99.38% |
11/07/2024 | 4.67% | 0.89 CHF | 0.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,703 CHF | 22,741 CHF | 99.15% | 99.15% |
10/07/2024 | 4.75% | 0.85 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,867 CHF | 21,883 CHF | 94.20% | 94.20% |
09/07/2024 | 4.70% | 0.81 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,155 CHF | 22,172 CHF | 100.00% | 100.00% |
08/07/2024 | 4.70% | 0.85 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,650 CHF | 22,693 CHF | 90.51% | 90.51% |
05/07/2024 | 4.97% | 0.83 CHF | 0.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,188 CHF | 21,216 CHF | 99.62% | 99.62% |
04/07/2024 | 5.17% | 0.78 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,286 CHF | 20,310 CHF | 100.00% | 100.00% |
03/07/2024 | 5.22% | 0.75 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,671 CHF | 19,671 CHF | 99.73% | 99.73% |
02/07/2024 | 5.70% | 0.69 CHF | 0.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,100 CHF | 18,103 CHF | 100.00% | 100.00% |