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 | 0.52% | 0.38 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,568 CHF | 9,618 CHF | 99.98% | 99.98% |
12/07/2024 | 0.50% | 0.38 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,968 CHF | 10,018 CHF | 100.00% | 100.00% |
11/07/2024 | 0.50% | 0.41 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,036 CHF | 10,086 CHF | 35.04% | 35.04% |
10/07/2024 | 0.51% | 0.39 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,742 CHF | 9,792 CHF | 99.99% | 99.99% |
09/07/2024 | 0.51% | 0.39 CHF | 0.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,722 CHF | 9,772 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 0.40 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,125 CHF | 10,175 CHF | 100.00% | 100.00% |
05/07/2024 | 0.38% | 0.45 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,110 CHF | 13,160 CHF | 13.96% | 82.51% |
04/07/2024 | 0.38% | 0.54 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,062 CHF | 13,112 CHF | 55.77% | 99.17% |
03/07/2024 | 0.44% | 0.44 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,328 CHF | 11,378 CHF | 99.99% | 99.99% |
02/07/2024 | 0.41% | 0.47 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,237 CHF | 12,287 CHF | 99.34% | 99.34% |