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 | 0.86% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,976 CHF | 29,226 CHF | 100.00% | 100.00% |
12/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,405 CHF | 29,655 CHF | 98.41% | 98.41% |
11/07/2024 | 0.83% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,843 CHF | 30,093 CHF | 99.79% | 99.79% |
10/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,172 CHF | 30,422 CHF | 99.79% | 99.79% |
09/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,822 CHF | 31,072 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,365 CHF | 30,615 CHF | 98.99% | 98.99% |
05/07/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,952 CHF | 30,202 CHF | 100.00% | 100.00% |
04/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,039 CHF | 30,289 CHF | 98.17% | 98.17% |
03/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,544 CHF | 30,794 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,471 CHF | 32,721 CHF | 100.00% | 100.00% |