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 | 0.82% | 1.16 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,418 CHF | 30,668 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.29 CHF | 1.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,592 CHF | 30,842 CHF | 99.69% | 99.69% |
11/07/2024 | 0.87% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,466 CHF | 28,716 CHF | 99.20% | 99.20% |
10/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 26,967 CHF | 27,217 CHF | 96.09% | 96.09% |
09/07/2024 | 0.90% | 1.04 CHF | 1.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,721 CHF | 27,971 CHF | 99.67% | 99.67% |
08/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,297 CHF | 30,547 CHF | 99.85% | 99.85% |
05/07/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,936 CHF | 30,186 CHF | 100.00% | 100.00% |
04/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,916 CHF | 31,166 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,228 CHF | 29,478 CHF | 99.25% | 99.25% |
02/07/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 27,361 CHF | 27,611 CHF | 99.66% | 99.66% |