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 | 1.35% | 1.47 CHF | 1.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,885 CHF | 37,385 CHF | 99.57% | 99.57% |
12/07/2024 | 1.35% | 1.45 CHF | 1.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,835 CHF | 37,335 CHF | 99.54% | 99.54% |
11/07/2024 | 1.32% | 1.49 CHF | 1.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,723 CHF | 38,223 CHF | 99.35% | 99.35% |
10/07/2024 | 1.31% | 1.51 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,062 CHF | 38,562 CHF | 99.52% | 99.52% |
09/07/2024 | 1.28% | 1.54 CHF | 1.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,706 CHF | 39,206 CHF | 99.52% | 99.52% |
08/07/2024 | 1.31% | 1.53 CHF | 1.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,951 CHF | 38,451 CHF | 99.52% | 99.52% |
05/07/2024 | 1.33% | 1.52 CHF | 1.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,332 CHF | 37,832 CHF | 98.44% | 98.44% |
04/07/2024 | 1.31% | 1.51 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,846 CHF | 38,346 CHF | 98.67% | 98.67% |
03/07/2024 | 1.30% | 1.52 CHF | 1.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,121 CHF | 38,621 CHF | 99.50% | 99.50% |
02/07/2024 | 1.25% | 1.59 CHF | 1.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,876 CHF | 40,376 CHF | 99.55% | 99.55% |