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 | 0.72% | 1.32 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,533 CHF | 34,783 CHF | 99.39% | 99.39% |
12/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,279 CHF | 35,529 CHF | 99.08% | 99.08% |
11/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,023 CHF | 34,273 CHF | 98.59% | 98.59% |
10/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,020 CHF | 34,270 CHF | 95.46% | 95.46% |
09/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,816 CHF | 33,066 CHF | 99.06% | 99.06% |
08/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,619 CHF | 34,869 CHF | 99.23% | 99.23% |
05/07/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,100 CHF | 35,350 CHF | 99.39% | 99.39% |
04/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,201 CHF | 32,451 CHF | 99.39% | 99.39% |
03/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,470 CHF | 31,720 CHF | 98.64% | 98.64% |
02/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,052 CHF | 30,302 CHF | 99.03% | 99.03% |