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 | 1.27% | 0.75 CHF | 0.76 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 27,327 CHF | 27,677 CHF | 99.51% | 99.51% |
12/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 25,435 CHF | 25,735 CHF | 99.52% | 99.52% |
11/07/2024 | 1.22% | 0.87 CHF | 0.88 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 28,702 CHF | 29,052 CHF | 99.53% | 99.53% |
10/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 29,212 CHF | 29,612 CHF | 99.46% | 99.52% |
09/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 28,583 CHF | 28,983 CHF | 99.47% | 99.47% |
08/07/2024 | 1.34% | 0.71 CHF | 0.72 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 26,056 CHF | 26,406 CHF | 99.58% | 99.58% |
05/07/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 26,993 CHF | 27,343 CHF | 99.56% | 99.56% |
04/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 26,366 CHF | 26,716 CHF | 99.50% | 99.50% |
03/07/2024 | 1.39% | 0.77 CHF | 0.78 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 28,566 CHF | 28,966 CHF | 99.49% | 99.55% |
02/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 24,717 CHF | 25,067 CHF | 99.48% | 99.48% |