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 | 0.72% | 1.40 CHF | 1.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,409 CHF | 34,659 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,695 CHF | 34,945 CHF | 98.41% | 98.41% |
11/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,957 CHF | 35,207 CHF | 99.69% | 99.69% |
10/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,173 CHF | 35,423 CHF | 99.80% | 99.80% |
09/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,568 CHF | 35,818 CHF | 100.00% | 100.00% |
08/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,261 CHF | 35,511 CHF | 98.99% | 98.99% |
05/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,029 CHF | 35,279 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,117 CHF | 35,367 CHF | 98.17% | 98.17% |
03/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,413 CHF | 35,663 CHF | 100.00% | 100.00% |
02/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,608 CHF | 36,858 CHF | 100.00% | 100.00% |