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 | 2.69% | 0.39 CHF | 0.40 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 29,311 CHF | 30,111 CHF | 99.53% | 99.53% |
12/07/2024 | 2.66% | 0.36 CHF | 0.37 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 29,652 CHF | 30,452 CHF | 99.49% | 99.49% |
11/07/2024 | 2.50% | 0.37 CHF | 0.38 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 27,725 CHF | 28,425 CHF | 99.52% | 99.52% |
10/07/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 28,723 CHF | 29,423 CHF | 99.53% | 99.53% |
09/07/2024 | 2.43% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 28,472 CHF | 29,172 CHF | 99.49% | 99.49% |
08/07/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 28,816 CHF | 29,516 CHF | 99.51% | 99.51% |
05/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 29,181 CHF | 29,881 CHF | 99.50% | 99.50% |
04/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 29,486 CHF | 30,186 CHF | 99.59% | 99.59% |
03/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 29,127 CHF | 29,827 CHF | 99.51% | 99.51% |
02/07/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 29,286 CHF | 29,986 CHF | 99.50% | 99.50% |