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 | 1.21% | 0.84 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,483 CHF | 20,733 CHF | 100.00% | 100.00% |
12/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,577 CHF | 20,827 CHF | 98.46% | 98.46% |
11/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,318 CHF | 20,568 CHF | 93.96% | 93.96% |
10/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,295 CHF | 21,545 CHF | 99.78% | 99.78% |
09/07/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,766 CHF | 20,016 CHF | 100.00% | 100.00% |
08/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,372 CHF | 19,622 CHF | 98.99% | 98.99% |
05/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,687 CHF | 19,937 CHF | 100.00% | 100.00% |
04/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,777 CHF | 20,027 CHF | 98.17% | 98.17% |
03/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,202 CHF | 20,452 CHF | 100.00% | 100.00% |
02/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,867 CHF | 22,117 CHF | 100.00% | 100.00% |