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 | 0.73% | 1.32 CHF | 1.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,191 CHF | 34,441 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,772 CHF | 34,022 CHF | 98.40% | 98.40% |
11/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,188 CHF | 32,438 CHF | 99.37% | 99.37% |
10/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,794 CHF | 32,044 CHF | 99.79% | 99.79% |
09/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,351 CHF | 32,601 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,534 CHF | 32,784 CHF | 98.98% | 98.98% |
05/07/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,138 CHF | 33,388 CHF | 100.00% | 100.00% |
04/07/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,128 CHF | 32,378 CHF | 98.15% | 98.15% |
03/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,969 CHF | 32,219 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,751 CHF | 31,001 CHF | 100.00% | 100.00% |