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 | 0.78% | 1.32 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,857 CHF | 32,107 CHF | 99.39% | 99.39% |
12/07/2024 | 0.74% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,765 CHF | 34,015 CHF | 99.07% | 99.07% |
11/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,897 CHF | 37,147 CHF | 98.45% | 98.45% |
10/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 38,012 CHF | 38,262 CHF | 95.48% | 95.48% |
09/07/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,385 CHF | 37,635 CHF | 99.04% | 99.04% |
08/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,248 CHF | 37,498 CHF | 99.23% | 99.23% |
05/07/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,376 CHF | 36,626 CHF | 99.39% | 99.39% |
04/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,892 CHF | 33,142 CHF | 99.39% | 99.39% |
03/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,663 CHF | 32,913 CHF | 98.64% | 98.64% |
02/07/2024 | 0.73% | 1.31 CHF | 1.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,901 CHF | 34,151 CHF | 99.05% | 99.05% |