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 | 4.86% | 0.83 CHF | 0.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,134 CHF | 22,187 CHF | 98.73% | 98.73% |
12/07/2024 | 4.98% | 0.84 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,203 CHF | 21,234 CHF | 99.38% | 99.38% |
11/07/2024 | 4.85% | 0.85 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,669 CHF | 21,697 CHF | 99.16% | 99.16% |
10/07/2024 | 4.93% | 0.81 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,908 CHF | 20,913 CHF | 94.20% | 94.20% |
09/07/2024 | 4.90% | 0.78 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,165 CHF | 21,178 CHF | 100.00% | 100.00% |
08/07/2024 | 4.87% | 0.81 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,630 CHF | 21,659 CHF | 90.51% | 90.51% |
05/07/2024 | 4.42% | 0.79 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,298 CHF | 20,171 CHF | 99.62% | 99.62% |
04/07/2024 | 4.14% | 0.75 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,516 CHF | 19,299 CHF | 100.00% | 100.00% |
03/07/2024 | 4.19% | 0.72 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,918 CHF | 18,684 CHF | 99.73% | 99.73% |
02/07/2024 | 4.49% | 0.67 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,459 CHF | 17,214 CHF | 100.00% | 100.00% |