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 | 1.02% | 0.91 CHF | 0.92 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 34,016 CHF | 34,366 CHF | 99.38% | 99.38% |
24/07/2024 | 1.06% | 0.89 CHF | 0.90 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 32,834 CHF | 33,184 CHF | 99.39% | 99.39% |
23/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 30,254 CHF | 30,604 CHF | 99.39% | 99.39% |
22/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 28,685 CHF | 29,035 CHF | 99.39% | 99.39% |
19/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 32,590 CHF | 32,940 CHF | 99.05% | 99.05% |
18/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 31,621 CHF | 31,971 CHF | 97.27% | 97.27% |
17/07/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 31,325 CHF | 31,675 CHF | 98.85% | 98.85% |
16/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 29,946 CHF | 30,296 CHF | 99.30% | 99.30% |
15/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 28,001 CHF | 28,351 CHF | 99.38% | 99.38% |
12/07/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 27,211 CHF | 27,561 CHF | 99.07% | 99.07% |