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 | 0.42% | 0.67 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,656 CHF | 17,731 CHF | 93.50% | 93.50% |
12/07/2024 | 0.36% | 0.88 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,972 CHF | 21,047 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 0.74 CHF | 0.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,281 CHF | 17,356 CHF | 99.96% | 99.96% |
10/07/2024 | 0.54% | 0.61 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 13,929 CHF | 14,004 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 0.50 CHF | 0.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 14,075 CHF | 14,150 CHF | 99.99% | 99.99% |
08/07/2024 | 0.42% | 0.60 CHF | 0.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,767 CHF | 17,842 CHF | 100.00% | 100.00% |
05/07/2024 | 0.36% | 0.78 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,038 CHF | 21,113 CHF | 98.95% | 98.95% |
04/07/2024 | 0.36% | 0.83 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,529 CHF | 20,604 CHF | 99.17% | 99.17% |
03/07/2024 | 0.36% | 0.80 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,546 CHF | 20,621 CHF | 100.00% | 100.00% |
02/07/2024 | 0.42% | 0.72 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,797 CHF | 17,872 CHF | 99.97% | 99.97% |