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 | 0.66% | 1.43 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,500 CHF | 37,750 CHF | 100.00% | 100.00% |
12/07/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,623 CHF | 37,873 CHF | 98.99% | 98.99% |
11/07/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,724 CHF | 36,974 CHF | 99.69% | 99.69% |
10/07/2024 | 0.76% | 1.37 CHF | 1.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,650 CHF | 32,900 CHF | 99.81% | 99.81% |
09/07/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,051 CHF | 33,301 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,372 CHF | 32,622 CHF | 100.00% | 100.00% |
05/07/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,399 CHF | 32,649 CHF | 100.00% | 100.00% |
04/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,201 CHF | 32,451 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,983 CHF | 31,233 CHF | 99.51% | 99.51% |
02/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,415 CHF | 30,665 CHF | 100.00% | 100.00% |