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 | 0.79% | 1.21 CHF | 1.22 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 25,262 CHF | 25,462 CHF | 99.54% | 99.54% |
12/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 25,733 CHF | 25,933 CHF | 99.57% | 99.57% |
11/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 24,816 CHF | 25,016 CHF | 99.53% | 99.53% |
10/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 24,838 CHF | 25,038 CHF | 99.56% | 99.56% |
09/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 24,025 CHF | 24,225 CHF | 99.48% | 99.48% |
08/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 25,261 CHF | 25,461 CHF | 99.49% | 99.49% |
05/07/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 25,577 CHF | 25,777 CHF | 99.51% | 99.51% |
04/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,501 CHF | 29,751 CHF | 99.53% | 99.53% |
03/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,904 CHF | 29,154 CHF | 99.57% | 99.57% |
02/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,721 CHF | 27,971 CHF | 99.43% | 99.47% |