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 | 1.37% | 0.75 CHF | 0.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,489 CHF | 14,689 CHF | 99.48% | 99.48% |
12/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 14,701 CHF | 14,901 CHF | 99.49% | 99.49% |
11/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 15,076 CHF | 15,276 CHF | 99.58% | 99.58% |
10/07/2024 | 1.43% | 0.79 CHF | 0.80 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 13,981 CHF | 14,181 CHF | 99.50% | 99.50% |
09/07/2024 | 1.48% | 0.64 CHF | 0.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 13,489 CHF | 13,689 CHF | 99.51% | 99.51% |
08/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,280 CHF | 20,530 CHF | 99.52% | 99.52% |
05/07/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,400 CHF | 21,650 CHF | 98.91% | 98.91% |
04/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,206 CHF | 13,456 CHF | 99.53% | 99.53% |
03/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 12,275 CHF | 12,525 CHF | 99.58% | 99.58% |
02/07/2024 | 2.27% | 0.46 CHF | 0.47 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 13,095 CHF | 13,395 CHF | 99.55% | 99.55% |