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 | 0.65% | 1.50 CHF | 1.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,120 CHF | 38,370 CHF | 99.39% | 99.39% |
12/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,596 CHF | 39,846 CHF | 99.08% | 99.08% |
11/07/2024 | 0.64% | 1.60 CHF | 1.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,848 CHF | 39,098 CHF | 98.26% | 98.26% |
10/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,616 CHF | 36,866 CHF | 95.50% | 95.50% |
09/07/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,111 CHF | 36,361 CHF | 99.03% | 99.03% |
08/07/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,762 CHF | 37,012 CHF | 99.23% | 99.23% |
05/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,360 CHF | 37,610 CHF | 99.39% | 99.39% |
04/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,942 CHF | 37,192 CHF | 99.39% | 99.39% |
03/07/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,879 CHF | 36,129 CHF | 98.64% | 98.64% |
02/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,630 CHF | 35,880 CHF | 99.07% | 99.07% |