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 | 3.07% | 1.30 CHF | 1.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,010 CHF | 34,039 CHF | 98.73% | 98.73% |
12/07/2024 | 3.11% | 1.31 CHF | 1.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,039 CHF | 33,050 CHF | 99.38% | 99.38% |
11/07/2024 | 3.24% | 1.33 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,489 CHF | 33,560 CHF | 99.15% | 99.15% |
10/07/2024 | 3.21% | 1.29 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,658 CHF | 32,692 CHF | 94.20% | 94.20% |
09/07/2024 | 3.15% | 1.25 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,904 CHF | 32,927 CHF | 100.00% | 100.00% |
08/07/2024 | 3.12% | 1.28 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,431 CHF | 33,458 CHF | 90.51% | 90.51% |
05/07/2024 | 3.25% | 1.26 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,990 CHF | 32,013 CHF | 99.62% | 99.62% |
04/07/2024 | 3.27% | 1.21 CHF | 1.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,092 CHF | 31,092 CHF | 100.00% | 100.00% |
03/07/2024 | 3.36% | 1.19 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,538 CHF | 30,548 CHF | 99.73% | 99.73% |
02/07/2024 | 3.52% | 1.13 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,966 CHF | 28,966 CHF | 100.00% | 100.00% |