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 | 0.58% | 1.64 CHF | 1.65 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,139 CHF | 17,239 CHF | 100.00% | 100.00% |
12/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 17,228 CHF | 17,328 CHF | 98.98% | 98.98% |
11/07/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 16,827 CHF | 16,927 CHF | 99.12% | 99.12% |
10/07/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,060 CHF | 15,160 CHF | 99.85% | 99.85% |
09/07/2024 | 0.65% | 1.50 CHF | 1.51 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 15,224 CHF | 15,324 CHF | 100.00% | 100.00% |
08/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,946 CHF | 15,046 CHF | 100.00% | 100.00% |
05/07/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,939 CHF | 15,039 CHF | 100.00% | 100.00% |
04/07/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,815 CHF | 14,915 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 14,237 CHF | 14,337 CHF | 99.51% | 99.51% |
02/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 13,985 CHF | 14,085 CHF | 99.95% | 99.95% |