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 | 0.16% | 1.90 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,334 CHF | 48,409 CHF | 93.51% | 93.51% |
12/07/2024 | 0.15% | 2.11 CHF | 2.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,610 CHF | 51,685 CHF | 100.00% | 100.00% |
11/07/2024 | 0.16% | 1.96 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,874 CHF | 47,949 CHF | 99.90% | 99.90% |
10/07/2024 | 0.17% | 1.84 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,461 CHF | 44,536 CHF | 100.00% | 100.00% |
09/07/2024 | 0.17% | 1.72 CHF | 1.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,590 CHF | 44,665 CHF | 99.99% | 99.99% |
08/07/2024 | 0.16% | 1.82 CHF | 1.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,255 CHF | 48,330 CHF | 100.00% | 100.00% |
05/07/2024 | 0.15% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,560 CHF | 51,635 CHF | 98.95% | 98.95% |
04/07/2024 | 0.15% | 2.06 CHF | 2.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,041 CHF | 51,116 CHF | 99.17% | 99.17% |
03/07/2024 | 0.15% | 2.02 CHF | 2.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,045 CHF | 51,120 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 1.94 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,205 CHF | 48,280 CHF | 99.98% | 99.98% |