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 | 4.19% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,848 CHF | 6,098 CHF | 100.00% | 100.00% |
12/07/2024 | 4.17% | 0.25 CHF | 0.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,870 CHF | 6,120 CHF | 98.44% | 98.44% |
11/07/2024 | 4.41% | 0.23 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,551 CHF | 5,801 CHF | 98.81% | 98.81% |
10/07/2024 | 4.82% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,069 CHF | 5,319 CHF | 99.80% | 99.80% |
09/07/2024 | 4.74% | 0.20 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,154 CHF | 5,404 CHF | 100.00% | 100.00% |
08/07/2024 | 4.43% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,527 CHF | 5,777 CHF | 98.99% | 98.99% |
05/07/2024 | 4.45% | 0.22 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,499 CHF | 5,749 CHF | 100.00% | 100.00% |
04/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,254 CHF | 5,504 CHF | 98.17% | 98.17% |
03/07/2024 | 4.97% | 0.20 CHF | 0.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,906 CHF | 5,156 CHF | 100.00% | 100.00% |
02/07/2024 | 5.35% | 0.19 CHF | 0.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,549 CHF | 4,799 CHF | 100.00% | 100.00% |