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 | 7.39% | 0.31 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,860 CHF | 8,462 CHF | 94.83% | 94.83% |
12/07/2024 | 8.35% | 0.31 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,759 CHF | 8,434 CHF | 99.01% | 99.01% |
11/07/2024 | 9.71% | 0.30 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,845 CHF | 7,541 CHF | 99.09% | 99.09% |
10/07/2024 | 10.49% | 0.26 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,428 CHF | 7,139 CHF | 100.00% | 100.00% |
09/07/2024 | 11.06% | 0.26 CHF | 0.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,368 CHF | 7,113 CHF | 100.00% | 100.00% |
08/07/2024 | 10.88% | 0.25 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,309 CHF | 7,034 CHF | 100.00% | 100.00% |
05/07/2024 | 11.40% | 0.24 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,085 CHF | 6,820 CHF | 98.87% | 98.87% |
04/07/2024 | 11.63% | 0.24 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,875 CHF | 6,599 CHF | 100.00% | 100.00% |
03/07/2024 | 12.87% | 0.21 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,336 CHF | 6,069 CHF | 99.73% | 99.73% |
02/07/2024 | 10.76% | 0.20 CHF | 0.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 5,337 CHF | 5,941 CHF | 100.00% | 100.00% |