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 | 1.17% | 0.88 CHF | 0.89 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 25,398 CHF | 25,698 CHF | 99.38% | 99.38% |
12/07/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 24,525 CHF | 24,825 CHF | 99.08% | 99.08% |
11/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 24,792 CHF | 25,092 CHF | 85.73% | 85.73% |
10/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 24,615 CHF | 24,915 CHF | 95.51% | 95.51% |
09/07/2024 | 1.22% | 0.77 CHF | 0.78 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 24,532 CHF | 24,832 CHF | 99.05% | 99.05% |
08/07/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 24,927 CHF | 25,227 CHF | 99.22% | 99.22% |
05/07/2024 | 1.25% | 0.74 CHF | 0.75 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 23,789 CHF | 24,089 CHF | 99.39% | 99.39% |
04/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 21,873 CHF | 22,173 CHF | 99.39% | 99.39% |
03/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 22,440 CHF | 22,740 CHF | 98.62% | 98.62% |
02/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 21,547 CHF | 21,847 CHF | 99.05% | 99.05% |