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 | 1.17% | 1.70 CHF | 1.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,618 CHF | 43,118 CHF | 99.57% | 99.57% |
12/07/2024 | 1.17% | 1.68 CHF | 1.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,564 CHF | 43,064 CHF | 99.54% | 99.54% |
11/07/2024 | 1.14% | 1.72 CHF | 1.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,444 CHF | 43,944 CHF | 99.41% | 99.41% |
10/07/2024 | 1.14% | 1.74 CHF | 1.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,774 CHF | 44,274 CHF | 99.52% | 99.52% |
09/07/2024 | 1.12% | 1.77 CHF | 1.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,415 CHF | 44,915 CHF | 99.52% | 99.52% |
08/07/2024 | 1.14% | 1.75 CHF | 1.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,656 CHF | 44,156 CHF | 99.49% | 99.49% |
05/07/2024 | 1.15% | 1.75 CHF | 1.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,046 CHF | 43,546 CHF | 98.44% | 98.44% |
04/07/2024 | 1.14% | 1.74 CHF | 1.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,560 CHF | 44,060 CHF | 98.67% | 98.67% |
03/07/2024 | 1.13% | 1.75 CHF | 1.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,833 CHF | 44,333 CHF | 99.48% | 99.48% |
02/07/2024 | 1.09% | 1.82 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,572 CHF | 46,072 CHF | 99.56% | 99.56% |