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 | 0.80% | 13.55 CHF | 13.66 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 271,542 CHF | 273,722 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 13.60 CHF | 13.71 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 270,236 CHF | 272,401 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 13.47 CHF | 13.58 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 268,751 CHF | 270,911 CHF | 99.99% | 99.99% |
10/07/2024 | 0.80% | 13.36 CHF | 13.46 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 267,001 CHF | 269,141 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 13.30 CHF | 13.41 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 267,494 CHF | 269,645 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 13.38 CHF | 13.49 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 267,476 CHF | 269,622 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 13.37 CHF | 13.48 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 268,066 CHF | 270,222 CHF | 99.62% | 99.62% |
04/07/2024 | 0.80% | 13.40 CHF | 13.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 267,902 CHF | 270,060 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 13.40 CHF | 13.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 267,668 CHF | 269,818 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 13.33 CHF | 13.44 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 265,816 CHF | 267,956 CHF | 100.00% | 100.00% |