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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 84,694 CHF | 85,044 CHF | 99.39% | 99.39% |
24/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 86,808 CHF | 87,158 CHF | 99.39% | 99.39% |
23/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 90,168 CHF | 90,518 CHF | 99.38% | 99.38% |
22/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 91,649 CHF | 91,999 CHF | 99.39% | 99.39% |
19/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 87,928 CHF | 88,278 CHF | 99.04% | 99.04% |
18/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 88,709 CHF | 89,059 CHF | 97.27% | 97.27% |
17/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 89,535 CHF | 89,885 CHF | 98.85% | 98.85% |
16/07/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 91,605 CHF | 91,955 CHF | 99.30% | 99.30% |
15/07/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 93,556 CHF | 93,906 CHF | 99.39% | 99.39% |
12/07/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 94,353 CHF | 94,703 CHF | 98.99% | 98.99% |