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 | 1.22% | 0.77 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,441 CHF | 20,691 CHF | 100.00% | 100.00% |
12/07/2024 | 1.24% | 0.85 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,092 CHF | 20,342 CHF | 98.40% | 98.40% |
11/07/2024 | 1.34% | 0.76 CHF | 0.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,493 CHF | 18,743 CHF | 98.57% | 98.57% |
10/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,124 CHF | 18,374 CHF | 99.77% | 99.77% |
09/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,634 CHF | 18,884 CHF | 100.00% | 100.00% |
08/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,809 CHF | 19,059 CHF | 98.98% | 98.98% |
05/07/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,414 CHF | 19,664 CHF | 100.00% | 100.00% |
04/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,438 CHF | 18,688 CHF | 98.16% | 98.16% |
03/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,329 CHF | 18,579 CHF | 100.00% | 100.00% |
02/07/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,090 CHF | 17,340 CHF | 100.00% | 100.00% |