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 | 4.02% | 0.50 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,186 CHF | 12,686 CHF | 98.05% | 98.05% |
12/07/2024 | 4.00% | 0.51 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,250 CHF | 12,750 CHF | 99.55% | 99.55% |
11/07/2024 | 4.32% | 0.47 CHF | 0.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,318 CHF | 11,818 CHF | 99.43% | 99.43% |
10/07/2024 | 4.49% | 0.45 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,910 CHF | 11,410 CHF | 99.52% | 99.52% |
09/07/2024 | 4.76% | 0.42 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,269 CHF | 10,769 CHF | 99.52% | 99.52% |
08/07/2024 | 4.44% | 0.44 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,004 CHF | 11,504 CHF | 99.52% | 99.52% |
05/07/2024 | 4.17% | 0.44 CHF | 0.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,762 CHF | 12,262 CHF | 98.44% | 98.44% |
04/07/2024 | 4.34% | 0.46 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,264 CHF | 11,764 CHF | 98.67% | 98.67% |
03/07/2024 | 4.45% | 0.45 CHF | 0.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,995 CHF | 11,495 CHF | 99.48% | 99.48% |
02/07/2024 | 5.34% | 0.38 CHF | 0.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 9,122 CHF | 9,622 CHF | 99.57% | 99.57% |