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 | 1.61% | 3.70 CHF | 3.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,633 CHF | 94,133 CHF | 99.39% | 99.39% |
12/07/2024 | 1.60% | 3.73 CHF | 3.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,197 CHF | 94,697 CHF | 99.07% | 99.07% |
11/07/2024 | 1.61% | 3.68 CHF | 3.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,375 CHF | 93,875 CHF | 98.57% | 98.57% |
10/07/2024 | 1.59% | 3.72 CHF | 3.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,761 CHF | 95,261 CHF | 95.47% | 95.47% |
09/07/2024 | 1.57% | 3.79 CHF | 3.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 94,943 CHF | 96,443 CHF | 99.04% | 99.04% |
08/07/2024 | 1.59% | 3.73 CHF | 3.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,816 CHF | 95,316 CHF | 99.24% | 99.24% |
05/07/2024 | 1.59% | 3.72 CHF | 3.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,574 CHF | 95,074 CHF | 99.38% | 99.38% |
04/07/2024 | 1.60% | 3.74 CHF | 3.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,908 CHF | 94,408 CHF | 99.39% | 99.39% |
03/07/2024 | 1.61% | 3.71 CHF | 3.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,357 CHF | 93,857 CHF | 98.65% | 98.65% |
02/07/2024 | 1.61% | 3.67 CHF | 3.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,335 CHF | 93,835 CHF | 99.03% | 99.03% |