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 | 1.56% | 1.26 CHF | 1.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,709 CHF | 32,209 CHF | 99.57% | 99.57% |
12/07/2024 | 1.57% | 1.25 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,662 CHF | 32,162 CHF | 99.54% | 99.54% |
11/07/2024 | 1.52% | 1.28 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,556 CHF | 33,056 CHF | 99.36% | 99.36% |
10/07/2024 | 1.51% | 1.31 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,905 CHF | 33,405 CHF | 99.52% | 99.52% |
09/07/2024 | 1.48% | 1.34 CHF | 1.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,551 CHF | 34,051 CHF | 99.57% | 99.57% |
08/07/2024 | 1.51% | 1.32 CHF | 1.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,800 CHF | 33,300 CHF | 99.52% | 99.52% |
05/07/2024 | 1.54% | 1.31 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,170 CHF | 32,670 CHF | 98.42% | 98.42% |
04/07/2024 | 1.52% | 1.30 CHF | 1.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,686 CHF | 33,186 CHF | 98.67% | 98.67% |
03/07/2024 | 1.51% | 1.31 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,962 CHF | 33,462 CHF | 99.48% | 99.48% |
02/07/2024 | 1.43% | 1.38 CHF | 1.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,732 CHF | 35,232 CHF | 99.52% | 99.52% |