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% | 1.25 CHF | 1.26 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 37,568 CHF | 37,868 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 37,228 CHF | 37,528 CHF | 98.48% | 98.48% |
11/07/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 30,000 | 30,000 | 30,000 | 29,993 | 38,036 CHF | 38,328 CHF | 99.75% | 99.75% |
10/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 33,974 CHF | 34,274 CHF | 99.80% | 99.80% |
09/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 34,246 CHF | 34,546 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 1.17 CHF | 1.18 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 36,237 CHF | 36,537 CHF | 98.99% | 98.99% |
05/07/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 38,122 CHF | 38,422 CHF | 100.00% | 100.00% |
04/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 37,787 CHF | 38,087 CHF | 98.17% | 98.17% |
03/07/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 30,000 | 30,000 | 30,000 | 29,989 | 37,067 CHF | 37,353 CHF | 100.00% | 100.00% |
02/07/2024 | 0.90% | 1.15 CHF | 1.16 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 33,337 CHF | 33,637 CHF | 100.00% | 100.00% |