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 | 0.69% | 1.94 CHF | 1.95 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 20,908 CHF | 21,052 CHF | 99.52% | 99.52% |
12/07/2024 | 0.69% | 2.12 CHF | 2.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 20,597 CHF | 20,738 CHF | 99.50% | 99.50% |
11/07/2024 | 0.54% | 2.05 CHF | 2.06 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 18,921 CHF | 19,023 CHF | 99.52% | 99.52% |
10/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,894 CHF | 17,994 CHF | 99.48% | 99.53% |
09/07/2024 | 0.55% | 1.75 CHF | 1.76 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 18,191 CHF | 18,291 CHF | 99.51% | 99.51% |
08/07/2024 | 0.56% | 1.72 CHF | 1.73 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,927 CHF | 18,027 CHF | 99.50% | 99.50% |
05/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,651 CHF | 17,751 CHF | 99.49% | 99.49% |
04/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,391 CHF | 17,491 CHF | 99.60% | 99.60% |
03/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,774 CHF | 17,875 CHF | 99.49% | 99.49% |
02/07/2024 | 0.60% | 1.80 CHF | 1.81 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,557 CHF | 17,663 CHF | 99.51% | 99.51% |