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 | 0.48% | 2.14 CHF | 2.15 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 72,799 CHF | 73,149 CHF | 99.39% | 99.39% |
24/07/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 74,811 CHF | 75,161 CHF | 99.39% | 99.39% |
23/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 78,112 CHF | 78,462 CHF | 99.39% | 99.39% |
22/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 79,596 CHF | 79,946 CHF | 99.39% | 99.39% |
19/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 75,883 CHF | 76,233 CHF | 99.05% | 99.05% |
18/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 76,692 CHF | 77,042 CHF | 97.27% | 97.27% |
17/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 77,455 CHF | 77,805 CHF | 98.84% | 98.84% |
16/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 79,483 CHF | 79,833 CHF | 99.30% | 99.30% |
15/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 81,415 CHF | 81,765 CHF | 99.39% | 99.39% |
12/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 82,237 CHF | 82,587 CHF | 99.08% | 99.08% |