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 | 0.60% | 1.94 CHF | 1.96 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,921 CHF | 50,233 CHF | 95.20% | 95.20% |
12/07/2024 | 0.65% | 2.05 CHF | 2.06 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,806 CHF | 50,161 CHF | 99.01% | 99.01% |
11/07/2024 | 0.62% | 1.97 CHF | 1.99 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,755 CHF | 47,588 CHF | 98.65% | 98.65% |
10/07/2024 | 0.68% | 1.79 CHF | 1.80 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,654 CHF | 45,854 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 1.89 CHF | 1.90 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,191 CHF | 48,788 CHF | 100.00% | 100.00% |
08/07/2024 | 0.63% | 1.92 CHF | 1.93 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,994 CHF | 48,633 CHF | 99.72% | 99.72% |
05/07/2024 | 0.61% | 1.87 CHF | 1.88 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,433 CHF | 48,154 CHF | 98.64% | 98.64% |
04/07/2024 | 0.63% | 1.96 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,329 CHF | 48,076 CHF | 100.00% | 100.00% |
03/07/2024 | 0.62% | 1.82 CHF | 1.83 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 57,258 CHF | 48,013 CHF | 99.73% | 99.73% |
02/07/2024 | 0.64% | 1.88 CHF | 1.89 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 54,344 CHF | 45,576 CHF | 99.49% | 99.49% |