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 | 0.65% | 17.82 CHF | 17.93 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 223,965 CHF | 225,424 CHF | 100.00% | 100.00% |
12/07/2024 | 0.65% | 17.98 CHF | 18.10 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 223,983 CHF | 225,445 CHF | 100.00% | 100.00% |
11/07/2024 | 0.65% | 18.04 CHF | 18.15 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 224,621 CHF | 226,085 CHF | 100.00% | 100.00% |
10/07/2024 | 0.65% | 17.98 CHF | 18.10 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 223,857 CHF | 225,319 CHF | 100.00% | 100.00% |
09/07/2024 | 0.65% | 17.90 CHF | 18.01 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 224,813 CHF | 226,280 CHF | 100.00% | 100.00% |
08/07/2024 | 0.65% | 17.91 CHF | 18.02 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 224,284 CHF | 225,747 CHF | 100.00% | 100.00% |
05/07/2024 | 0.65% | 17.89 CHF | 18.01 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 223,987 CHF | 225,448 CHF | 100.00% | 100.00% |
04/07/2024 | 0.65% | 17.82 CHF | 17.93 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 222,275 CHF | 223,725 CHF | 100.00% | 100.00% |
03/07/2024 | 0.65% | 17.70 CHF | 17.81 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 220,961 CHF | 222,399 CHF | 100.00% | 100.00% |
02/07/2024 | 0.65% | 17.49 CHF | 17.60 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 217,651 CHF | 219,069 CHF | 100.00% | 100.00% |