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 | 2.92% | 0.90 CHF | 0.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,136 CHF | 23,822 CHF | 99.72% | 99.72% |
12/07/2024 | 2.71% | 0.96 CHF | 0.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,789 CHF | 24,442 CHF | 99.01% | 99.01% |
11/07/2024 | 2.87% | 0.95 CHF | 0.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,115 CHF | 23,788 CHF | 99.09% | 99.09% |
10/07/2024 | 2.60% | 0.95 CHF | 0.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,538 CHF | 24,156 CHF | 100.00% | 100.00% |
09/07/2024 | 2.50% | 0.94 CHF | 0.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,175 CHF | 23,763 CHF | 100.00% | 100.00% |
08/07/2024 | 2.76% | 0.93 CHF | 0.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,051 CHF | 22,669 CHF | 100.00% | 100.00% |
05/07/2024 | 3.08% | 0.86 CHF | 0.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,783 CHF | 21,432 CHF | 95.71% | 95.71% |
04/07/2024 | 3.17% | 0.83 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,313 CHF | 19,929 CHF | 98.19% | 98.19% |
03/07/2024 | 2.65% | 0.49 CHF | 0.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 24,844 CHF | 25,511 CHF | 100.00% | 100.00% |
02/07/2024 | 2.88% | 0.49 CHF | 0.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 22,269 CHF | 22,921 CHF | 100.00% | 100.00% |