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 | 4.41% | 0.43 CHF | 0.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,093 CHF | 11,593 CHF | 98.05% | 98.05% |
12/07/2024 | 4.42% | 0.42 CHF | 0.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,068 CHF | 11,568 CHF | 99.54% | 99.54% |
11/07/2024 | 4.09% | 0.46 CHF | 0.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,989 CHF | 12,489 CHF | 99.40% | 99.40% |
10/07/2024 | 3.96% | 0.49 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,375 CHF | 12,875 CHF | 99.52% | 99.52% |
09/07/2024 | 3.77% | 0.52 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,028 CHF | 13,528 CHF | 99.52% | 99.52% |
08/07/2024 | 3.99% | 0.50 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,291 CHF | 12,791 CHF | 99.52% | 99.52% |
05/07/2024 | 4.22% | 0.49 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 11,625 CHF | 12,125 CHF | 98.44% | 98.44% |
04/07/2024 | 4.04% | 0.48 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,143 CHF | 12,643 CHF | 98.67% | 98.67% |
03/07/2024 | 3.95% | 0.49 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,424 CHF | 12,924 CHF | 99.49% | 99.49% |
02/07/2024 | 3.45% | 0.56 CHF | 0.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,252 CHF | 14,752 CHF | 99.57% | 99.57% |