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 | 0.76% | 1.31 CHF | 1.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,886 CHF | 33,136 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,725 CHF | 30,975 CHF | 98.44% | 98.44% |
11/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,706 CHF | 31,956 CHF | 99.67% | 99.67% |
10/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 25,000 | 25,000 | 25,000 | 24,999 | 32,520 CHF | 32,769 CHF | 99.79% | 99.79% |
09/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,289 CHF | 31,539 CHF | 100.00% | 100.00% |
08/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,470 CHF | 31,720 CHF | 98.97% | 98.97% |
05/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,116 CHF | 32,366 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,974 CHF | 32,224 CHF | 98.16% | 98.16% |
03/07/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,530 CHF | 30,780 CHF | 100.00% | 100.00% |
02/07/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,418 CHF | 27,668 CHF | 100.00% | 100.00% |