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 | 0.79% | 1.30 CHF | 1.31 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 37,738 CHF | 38,038 CHF | 99.38% | 99.38% |
12/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 36,835 CHF | 37,135 CHF | 99.06% | 99.06% |
11/07/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 37,073 CHF | 37,373 CHF | 98.74% | 98.74% |
10/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 36,887 CHF | 37,187 CHF | 95.50% | 95.50% |
09/07/2024 | 0.81% | 1.18 CHF | 1.19 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 36,773 CHF | 37,073 CHF | 99.04% | 99.04% |
08/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 37,166 CHF | 37,466 CHF | 99.22% | 99.22% |
05/07/2024 | 0.83% | 1.15 CHF | 1.16 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 36,054 CHF | 36,354 CHF | 99.38% | 99.38% |
04/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,125 CHF | 34,425 CHF | 99.39% | 99.39% |
03/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,695 CHF | 34,995 CHF | 98.62% | 98.62% |
02/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 33,783 CHF | 34,083 CHF | 99.05% | 99.05% |