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 | 0.20% | 25.05 CHF | 25.10 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 620,615 CHF | 621,854 CHF | 100.00% | 100.00% |
12/07/2024 | 0.20% | 24.75 CHF | 24.80 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 610,377 CHF | 611,616 CHF | 100.00% | 100.00% |
11/07/2024 | 0.21% | 24.40 CHF | 24.45 CHF | 25,000 | 25,000 | 24,764 | 24,764 | 604,060 CHF | 605,299 CHF | 99.56% | 99.56% |
10/07/2024 | 0.21% | 24.20 CHF | 24.25 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 592,382 CHF | 593,621 CHF | 100.00% | 100.00% |
09/07/2024 | 0.21% | 23.70 CHF | 23.75 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 588,865 CHF | 590,103 CHF | 99.61% | 99.61% |
08/07/2024 | 0.21% | 23.60 CHF | 23.65 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 584,309 CHF | 585,549 CHF | 100.00% | 100.00% |
05/07/2024 | 0.21% | 23.60 CHF | 23.65 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 588,388 CHF | 589,627 CHF | 100.00% | 100.00% |
04/07/2024 | 0.22% | 23.55 CHF | 23.60 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 580,725 CHF | 581,965 CHF | 100.00% | 100.00% |
03/07/2024 | 0.21% | 23.85 CHF | 23.90 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 593,194 CHF | 594,431 CHF | 100.00% | 100.00% |
02/07/2024 | 0.21% | 24.10 CHF | 24.15 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 595,280 CHF | 596,519 CHF | 99.97% | 99.97% |