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 | 0.44% | 0.46 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,430 CHF | 11,480 CHF | 99.93% | 99.93% |
12/07/2024 | 0.42% | 0.46 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,828 CHF | 11,878 CHF | 99.99% | 99.99% |
11/07/2024 | 0.42% | 0.48 CHF | 0.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,898 CHF | 11,948 CHF | 35.04% | 35.04% |
10/07/2024 | 0.43% | 0.47 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,596 CHF | 11,646 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 0.47 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,574 CHF | 11,624 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 0.48 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,975 CHF | 12,025 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 0.52 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,119 CHF | 14,169 CHF | 82.50% | 82.50% |
04/07/2024 | 0.34% | 0.62 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,621 CHF | 14,671 CHF | 99.16% | 99.16% |
03/07/2024 | 0.38% | 0.51 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,179 CHF | 13,229 CHF | 100.00% | 100.00% |
02/07/2024 | 0.36% | 0.54 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,078 CHF | 14,128 CHF | 99.97% | 99.97% |