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 | 7.06% | 0.26 CHF | 0.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,842 CHF | 7,342 CHF | 98.04% | 98.04% |
12/07/2024 | 7.08% | 0.25 CHF | 0.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 6,820 CHF | 7,320 CHF | 99.54% | 99.54% |
11/07/2024 | 6.26% | 0.29 CHF | 0.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,747 CHF | 8,247 CHF | 99.35% | 99.35% |
10/07/2024 | 5.97% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,139 CHF | 8,639 CHF | 99.52% | 99.52% |
09/07/2024 | 5.53% | 0.35 CHF | 0.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,795 CHF | 9,295 CHF | 99.52% | 99.52% |
08/07/2024 | 6.02% | 0.33 CHF | 0.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,061 CHF | 8,561 CHF | 99.49% | 99.49% |
05/07/2024 | 6.56% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,391 CHF | 7,891 CHF | 98.45% | 98.45% |
04/07/2024 | 6.14% | 0.31 CHF | 0.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 7,907 CHF | 8,407 CHF | 98.67% | 98.67% |
03/07/2024 | 5.93% | 0.32 CHF | 0.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 8,189 CHF | 8,689 CHF | 99.49% | 99.49% |
02/07/2024 | 4.87% | 0.39 CHF | 0.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,028 CHF | 10,528 CHF | 99.57% | 99.57% |