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 | 0.97% | 1.05 CHF | 1.06 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 30,771 CHF | 31,071 CHF | 99.53% | 99.53% |
12/07/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 31,366 CHF | 31,666 CHF | 99.51% | 99.51% |
11/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 31,323 CHF | 31,623 CHF | 99.55% | 99.55% |
10/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 30,501 CHF | 30,801 CHF | 99.49% | 99.49% |
09/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 30,118 CHF | 30,418 CHF | 99.53% | 99.53% |
08/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 31,494 CHF | 31,794 CHF | 99.57% | 99.57% |
05/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 32,236 CHF | 32,536 CHF | 99.58% | 99.58% |
04/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 32,444 CHF | 32,744 CHF | 99.53% | 99.53% |
03/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 33,116 CHF | 33,416 CHF | 99.49% | 99.49% |
02/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 30,000 | 30,000 | 27,011 | 27,011 | 29,215 CHF | 29,485 CHF | 99.39% | 99.39% |