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 | 0.35% | 0.83 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,600 CHF | 21,675 CHF | 93.49% | 93.49% |
12/07/2024 | 0.30% | 1.04 CHF | 1.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,897 CHF | 24,972 CHF | 100.00% | 100.00% |
11/07/2024 | 0.35% | 0.90 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,191 CHF | 21,266 CHF | 99.94% | 99.94% |
10/07/2024 | 0.42% | 0.77 CHF | 0.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,821 CHF | 17,896 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 0.65 CHF | 0.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 17,974 CHF | 18,049 CHF | 99.99% | 99.99% |
08/07/2024 | 0.35% | 0.76 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,684 CHF | 21,759 CHF | 99.99% | 99.99% |
05/07/2024 | 0.30% | 0.94 CHF | 0.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,962 CHF | 25,037 CHF | 98.95% | 98.95% |
04/07/2024 | 0.31% | 0.99 CHF | 0.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,445 CHF | 24,520 CHF | 99.17% | 99.17% |
03/07/2024 | 0.31% | 0.96 CHF | 0.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 24,457 CHF | 24,532 CHF | 100.00% | 100.00% |
02/07/2024 | 0.35% | 0.88 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,701 CHF | 21,776 CHF | 99.98% | 99.98% |