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 | 0.69% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,106 CHF | 36,356 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,922 CHF | 35,172 CHF | 97.75% | 97.75% |
11/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,422 CHF | 37,672 CHF | 99.41% | 99.41% |
10/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,374 CHF | 36,624 CHF | 99.77% | 99.77% |
09/07/2024 | 0.68% | 1.40 CHF | 1.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,601 CHF | 36,851 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 1.40 CHF | 1.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,157 CHF | 36,407 CHF | 98.99% | 98.99% |
05/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 40,403 CHF | 40,653 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,862 CHF | 43,112 CHF | 98.15% | 98.15% |
03/07/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 42,456 CHF | 42,706 CHF | 100.00% | 100.00% |
02/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,905 CHF | 40,155 CHF | 99.98% | 99.98% |