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 | 1.84% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,430 CHF | 13,680 CHF | 99.49% | 99.49% |
12/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,536 CHF | 12,786 CHF | 99.57% | 99.57% |
11/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,246 CHF | 13,496 CHF | 99.59% | 99.59% |
10/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,082 CHF | 13,332 CHF | 99.48% | 99.53% |
09/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,067 CHF | 13,317 CHF | 99.53% | 99.53% |
08/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 14,929 CHF | 15,229 CHF | 99.47% | 99.47% |
05/07/2024 | 2.26% | 0.46 CHF | 0.47 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 13,132 CHF | 13,432 CHF | 99.55% | 99.55% |
04/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 13,128 CHF | 13,428 CHF | 99.52% | 99.52% |
03/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 10,508 CHF | 10,758 CHF | 99.59% | 99.59% |
02/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,940 CHF | 13,190 CHF | 99.43% | 99.47% |