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% | 1.89 CHF | 1.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,325 CHF | 48,575 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,917 CHF | 48,167 CHF | 98.40% | 98.40% |
11/07/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,327 CHF | 46,577 CHF | 99.37% | 99.37% |
10/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,921 CHF | 46,171 CHF | 99.77% | 99.77% |
09/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,443 CHF | 46,693 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,659 CHF | 46,909 CHF | 98.99% | 98.99% |
05/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,192 CHF | 47,442 CHF | 100.00% | 100.00% |
04/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,225 CHF | 46,475 CHF | 98.15% | 98.15% |
03/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,079 CHF | 46,329 CHF | 100.00% | 100.00% |
02/07/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,862 CHF | 45,112 CHF | 100.00% | 100.00% |