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 | 0.26% | 3.76 CHF | 3.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 94,796 CHF | 95,046 CHF | 100.00% | 100.00% |
12/07/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 93,600 CHF | 93,850 CHF | 97.75% | 97.75% |
11/07/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 96,089 CHF | 96,339 CHF | 99.45% | 99.45% |
10/07/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,013 CHF | 95,263 CHF | 99.77% | 99.77% |
09/07/2024 | 0.26% | 3.75 CHF | 3.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 95,257 CHF | 95,507 CHF | 100.00% | 100.00% |
08/07/2024 | 0.26% | 3.74 CHF | 3.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 94,780 CHF | 95,030 CHF | 98.99% | 98.99% |
05/07/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 99,031 CHF | 99,281 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 101,478 CHF | 101,728 CHF | 98.16% | 98.16% |
03/07/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 101,063 CHF | 101,313 CHF | 100.00% | 100.00% |
02/07/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 98,487 CHF | 98,737 CHF | 100.00% | 100.00% |