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 | 0.08% | 13.28 CHF | 13.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 330,163 CHF | 330,413 CHF | 100.00% | 100.00% |
12/07/2024 | 0.08% | 13.21 CHF | 13.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 328,046 CHF | 328,296 CHF | 99.70% | 99.70% |
11/07/2024 | 0.08% | 12.96 CHF | 12.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 329,987 CHF | 330,237 CHF | 82.22% | 82.22% |
10/07/2024 | 0.08% | 13.17 CHF | 13.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 327,301 CHF | 327,551 CHF | 96.09% | 96.09% |
09/07/2024 | 0.08% | 12.94 CHF | 12.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 326,223 CHF | 326,473 CHF | 99.66% | 99.66% |
08/07/2024 | 0.08% | 13.20 CHF | 13.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 333,073 CHF | 333,323 CHF | 99.84% | 99.84% |
05/07/2024 | 0.08% | 13.13 CHF | 13.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 329,874 CHF | 330,124 CHF | 100.00% | 100.00% |
04/07/2024 | 0.08% | 13.17 CHF | 13.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 327,677 CHF | 327,927 CHF | 100.00% | 100.00% |
03/07/2024 | 0.08% | 12.86 CHF | 12.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 321,567 CHF | 321,817 CHF | 99.25% | 99.25% |
02/07/2024 | 0.08% | 12.51 CHF | 12.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 312,549 CHF | 312,799 CHF | 99.62% | 99.62% |