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 | 1.85% | 1.06 CHF | 1.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,738 CHF | 27,238 CHF | 99.57% | 99.57% |
12/07/2024 | 1.86% | 1.05 CHF | 1.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,695 CHF | 27,195 CHF | 99.54% | 99.54% |
11/07/2024 | 1.80% | 1.08 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,595 CHF | 28,095 CHF | 99.38% | 99.38% |
10/07/2024 | 1.77% | 1.11 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,953 CHF | 28,453 CHF | 99.52% | 99.52% |
09/07/2024 | 1.73% | 1.14 CHF | 1.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,600 CHF | 29,100 CHF | 99.52% | 99.52% |
08/07/2024 | 1.78% | 1.12 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,853 CHF | 28,353 CHF | 99.49% | 99.49% |
05/07/2024 | 1.82% | 1.12 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,216 CHF | 27,716 CHF | 98.43% | 98.43% |
04/07/2024 | 1.79% | 1.10 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,731 CHF | 28,231 CHF | 98.67% | 98.67% |
03/07/2024 | 1.77% | 1.12 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,009 CHF | 28,509 CHF | 99.48% | 99.48% |
02/07/2024 | 1.66% | 1.18 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,793 CHF | 30,293 CHF | 99.54% | 99.54% |