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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.71% | 1.35 CHF | 1.36 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 56,146 CHF | 56,546 CHF | 99.40% | 99.49% |
24/07/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 61,677 CHF | 62,127 CHF | 99.57% | 99.57% |
23/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 58,661 CHF | 59,111 CHF | 99.48% | 99.48% |
22/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 50,454 CHF | 50,854 CHF | 99.47% | 99.54% |
19/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 54,773 CHF | 55,173 CHF | 98.92% | 98.92% |
18/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 60,333 CHF | 60,783 CHF | 99.51% | 99.55% |
17/07/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 60,078 CHF | 60,528 CHF | 99.31% | 99.31% |
16/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 58,579 CHF | 59,029 CHF | 99.49% | 99.56% |
15/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 62,568 CHF | 63,068 CHF | 99.52% | 99.52% |
12/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 61,555 CHF | 62,055 CHF | 99.55% | 99.55% |