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 | 0.81% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,707 CHF | 30,957 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,837 CHF | 31,087 CHF | 99.70% | 99.70% |
11/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,775 CHF | 31,025 CHF | 86.34% | 86.34% |
10/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,694 CHF | 30,944 CHF | 96.12% | 96.12% |
09/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,644 CHF | 30,894 CHF | 99.67% | 99.67% |
08/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,802 CHF | 31,052 CHF | 99.84% | 99.84% |
05/07/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,931 CHF | 32,181 CHF | 100.00% | 100.00% |
04/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,139 CHF | 32,389 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,402 CHF | 31,652 CHF | 99.25% | 99.25% |
02/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,812 CHF | 32,062 CHF | 99.67% | 99.67% |