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 | 0.52% | 1.93 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,120 CHF | 48,370 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,792 CHF | 48,042 CHF | 99.77% | 99.77% |
11/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,766 CHF | 48,016 CHF | 100.00% | 100.00% |
10/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,302 CHF | 47,552 CHF | 94.71% | 94.71% |
09/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,728 CHF | 46,978 CHF | 99.67% | 99.67% |
08/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,581 CHF | 46,831 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,340 CHF | 46,590 CHF | 100.00% | 100.00% |
04/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,161 CHF | 46,411 CHF | 100.00% | 100.00% |
03/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,470 CHF | 46,720 CHF | 99.33% | 99.33% |
02/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,902 CHF | 47,152 CHF | 99.62% | 99.62% |