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 | 0.52% | 1.93 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,223 CHF | 48,473 CHF | 100.00% | 100.00% |
12/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,099 CHF | 46,349 CHF | 98.45% | 98.45% |
11/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,063 CHF | 47,313 CHF | 99.47% | 99.47% |
10/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,896 CHF | 48,146 CHF | 99.78% | 99.78% |
09/07/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,683 CHF | 46,933 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,835 CHF | 47,085 CHF | 98.97% | 98.97% |
05/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,495 CHF | 47,745 CHF | 100.00% | 100.00% |
04/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,342 CHF | 47,592 CHF | 98.16% | 98.16% |
03/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,865 CHF | 46,115 CHF | 100.00% | 100.00% |
02/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,775 CHF | 43,025 CHF | 100.00% | 100.00% |