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 | 0.91% | 1.14 CHF | 1.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,440 CHF | 27,690 CHF | 100.00% | 100.00% |
12/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,003 CHF | 28,253 CHF | 98.41% | 98.41% |
11/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,540 CHF | 28,790 CHF | 99.69% | 99.69% |
10/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,953 CHF | 29,203 CHF | 99.80% | 99.80% |
09/07/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,768 CHF | 30,018 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,177 CHF | 29,427 CHF | 98.99% | 98.99% |
05/07/2024 | 0.87% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,666 CHF | 28,916 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,774 CHF | 29,024 CHF | 98.17% | 98.17% |
03/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,423 CHF | 29,673 CHF | 99.49% | 99.49% |
02/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,818 CHF | 32,068 CHF | 99.67% | 99.67% |