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 | 0.29% | 1.01 CHF | 1.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,127 CHF | 26,202 CHF | 93.49% | 93.49% |
12/07/2024 | 0.25% | 1.22 CHF | 1.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,432 CHF | 29,507 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 1.08 CHF | 1.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 25,729 CHF | 25,804 CHF | 99.95% | 99.95% |
10/07/2024 | 0.34% | 0.95 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,360 CHF | 22,435 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 0.83 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,501 CHF | 22,576 CHF | 99.99% | 99.99% |
08/07/2024 | 0.29% | 0.94 CHF | 0.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,186 CHF | 26,261 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 1.12 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,467 CHF | 29,542 CHF | 98.94% | 98.94% |
04/07/2024 | 0.26% | 1.17 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,954 CHF | 29,029 CHF | 99.17% | 99.17% |
03/07/2024 | 0.26% | 1.14 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,968 CHF | 29,043 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 1.06 CHF | 1.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,194 CHF | 26,269 CHF | 99.99% | 99.99% |