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 | 1.15% | 0.83 CHF | 0.84 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 30,223 CHF | 30,573 CHF | 99.53% | 99.53% |
12/07/2024 | 1.22% | 0.88 CHF | 0.89 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 32,593 CHF | 32,993 CHF | 99.53% | 99.53% |
11/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 29,361 CHF | 29,761 CHF | 99.48% | 99.48% |
10/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 28,160 CHF | 28,560 CHF | 99.56% | 99.56% |
09/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 28,842 CHF | 29,242 CHF | 99.56% | 99.56% |
08/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 29,008 CHF | 29,408 CHF | 99.50% | 99.50% |
05/07/2024 | 1.31% | 0.72 CHF | 0.73 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 26,507 CHF | 26,857 CHF | 99.49% | 99.49% |
04/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 30,049 CHF | 30,399 CHF | 99.57% | 99.57% |
03/07/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 30,328 CHF | 30,678 CHF | 99.55% | 99.55% |
02/07/2024 | 1.20% | 0.86 CHF | 0.87 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 28,919 CHF | 29,269 CHF | 99.48% | 99.48% |