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 | 0.56% | 1.74 CHF | 1.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,868 CHF | 45,118 CHF | 99.39% | 99.39% |
12/07/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,590 CHF | 45,840 CHF | 99.08% | 99.08% |
11/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,312 CHF | 44,562 CHF | 98.49% | 98.49% |
10/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,308 CHF | 44,558 CHF | 95.48% | 95.48% |
09/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,086 CHF | 43,336 CHF | 99.06% | 99.06% |
08/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,875 CHF | 45,125 CHF | 99.23% | 99.23% |
05/07/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,365 CHF | 45,615 CHF | 99.39% | 99.39% |
04/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,471 CHF | 42,721 CHF | 99.39% | 99.39% |
03/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,726 CHF | 41,976 CHF | 98.63% | 98.63% |
02/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,285 CHF | 40,535 CHF | 99.06% | 99.06% |