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 | 0.57% | 0.42 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,148 CHF | 13,223 CHF | 2.16% | 93.46% |
12/07/2024 | 0.50% | 0.64 CHF | 0.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,895 CHF | 14,970 CHF | 100.00% | 100.00% |
11/07/2024 | 0.67% | 0.50 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,214 CHF | 11,289 CHF | 99.94% | 99.94% |
10/07/2024 | 0.96% | 0.37 CHF | 0.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,874 CHF | 7,949 CHF | 100.00% | 100.00% |
09/07/2024 | 0.94% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,024 CHF | 8,099 CHF | 99.99% | 99.99% |
08/07/2024 | 0.65% | 0.36 CHF | 0.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,722 CHF | 11,797 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 0.54 CHF | 0.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,985 CHF | 15,060 CHF | 98.95% | 98.95% |
04/07/2024 | 0.52% | 0.59 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,477 CHF | 14,552 CHF | 99.17% | 99.17% |
03/07/2024 | 0.52% | 0.56 CHF | 0.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,497 CHF | 14,572 CHF | 100.00% | 100.00% |
02/07/2024 | 0.64% | 0.48 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,766 CHF | 11,841 CHF | 99.95% | 99.95% |