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 | 0.52% | 1.90 CHF | 1.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,985 CHF | 48,235 CHF | 99.39% | 99.39% |
12/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,440 CHF | 49,690 CHF | 99.08% | 99.08% |
11/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,512 CHF | 48,762 CHF | 85.74% | 85.74% |
10/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,419 CHF | 46,669 CHF | 95.50% | 95.50% |
09/07/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,928 CHF | 46,178 CHF | 99.03% | 99.03% |
08/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,559 CHF | 46,809 CHF | 99.24% | 99.24% |
05/07/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,187 CHF | 47,437 CHF | 99.39% | 99.39% |
04/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,742 CHF | 46,992 CHF | 99.39% | 99.39% |
03/07/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,690 CHF | 45,940 CHF | 98.64% | 98.64% |
02/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,395 CHF | 45,645 CHF | 99.07% | 99.07% |