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 | 0.23% | 21.80 CHF | 21.85 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 174,117 CHF | 174,514 CHF | 100.00% | 100.00% |
12/07/2024 | 0.23% | 21.95 CHF | 22.00 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 174,472 CHF | 174,869 CHF | 100.00% | 100.00% |
11/07/2024 | 0.23% | 22.15 CHF | 22.20 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 173,210 CHF | 173,606 CHF | 100.00% | 100.00% |
10/07/2024 | 0.24% | 21.50 CHF | 21.55 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 169,025 CHF | 169,422 CHF | 100.00% | 100.00% |
09/07/2024 | 0.23% | 21.25 CHF | 21.30 CHF | 8,000 | 8,000 | 7,924 | 7,924 | 171,166 CHF | 171,562 CHF | 99.55% | 99.55% |
08/07/2024 | 0.24% | 21.10 CHF | 21.15 CHF | 8,000 | 8,000 | 7,925 | 7,925 | 167,842 CHF | 168,239 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 21.15 CHF | 21.20 CHF | 8,000 | 8,000 | 7,930 | 7,930 | 167,815 CHF | 168,212 CHF | 100.00% | 100.00% |
04/07/2024 | 0.24% | 21.10 CHF | 21.15 CHF | 8,000 | 8,000 | 8,178 | 8,178 | 171,884 CHF | 172,294 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 20.90 CHF | 20.95 CHF | 9,000 | 9,000 | 8,568 | 8,568 | 179,054 CHF | 179,483 CHF | 100.00% | 100.00% |
02/07/2024 | 0.25% | 20.20 CHF | 20.25 CHF | 9,000 | 9,000 | 8,916 | 8,916 | 178,133 CHF | 178,579 CHF | 99.99% | 100.00% |