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 | 0.53% | 1.93 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,247 CHF | 47,497 CHF | 99.39% | 99.39% |
12/07/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,441 CHF | 47,691 CHF | 99.09% | 99.09% |
11/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,198 CHF | 49,448 CHF | 98.24% | 98.24% |
10/07/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,626 CHF | 48,876 CHF | 95.46% | 95.46% |
09/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,668 CHF | 46,918 CHF | 99.04% | 99.04% |
08/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,943 CHF | 47,193 CHF | 99.23% | 99.23% |
05/07/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,612 CHF | 46,862 CHF | 99.39% | 99.39% |
04/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,148 CHF | 47,398 CHF | 99.39% | 99.39% |
03/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,497 CHF | 47,747 CHF | 98.64% | 98.64% |
02/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,739 CHF | 45,989 CHF | 99.06% | 99.06% |