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 | 1.04% | 3.26 CHF | 3.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 83,510 CHF | 84,381 CHF | 99.72% | 99.72% |
12/07/2024 | 1.03% | 3.30 CHF | 3.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,670 CHF | 82,518 CHF | 99.01% | 99.01% |
11/07/2024 | 1.04% | 3.37 CHF | 3.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 84,378 CHF | 85,256 CHF | 98.98% | 98.98% |
10/07/2024 | 1.03% | 3.34 CHF | 3.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,719 CHF | 82,562 CHF | 100.00% | 100.00% |
09/07/2024 | 1.03% | 3.16 CHF | 3.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,884 CHF | 80,711 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 3.19 CHF | 3.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,667 CHF | 80,447 CHF | 83.91% | 83.91% |
05/07/2024 | 1.04% | 2.93 CHF | 2.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,729 CHF | 75,511 CHF | 98.86% | 98.86% |
04/07/2024 | 1.03% | 2.98 CHF | 3.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,243 CHF | 75,011 CHF | 100.00% | 100.00% |
03/07/2024 | 1.15% | 2.81 CHF | 2.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,659 CHF | 70,465 CHF | 99.82% | 99.82% |
02/07/2024 | 1.13% | 2.99 CHF | 3.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,072 CHF | 73,904 CHF | 99.88% | 99.88% |