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 | 0.49% | 20.40 CHF | 20.50 CHF | 18,000 | 3,600 | 18,000 | 3,600 | 367,200 CHF | 73,800 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 20.40 CHF | 20.50 CHF | 18,000 | 3,600 | 18,000 | 3,600 | 367,200 CHF | 73,800 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 20.40 CHF | 20.50 CHF | 18,000 | 3,600 | 18,000 | 3,600 | 367,200 CHF | 73,800 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 20.40 CHF | 20.50 CHF | 18,000 | 18,000 | 18,000 | 18,000 | 367,200 CHF | 369,000 CHF | 100.00% | 100.00% |
09/07/2024 | 0.49% | 20.40 CHF | 20.50 CHF | 18,000 | 18,000 | 18,078 | 18,078 | 368,799 CHF | 370,607 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 20.40 CHF | 20.50 CHF | 18,000 | 18,000 | 18,014 | 18,014 | 367,481 CHF | 369,282 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 20.40 CHF | 20.50 CHF | 18,000 | 18,000 | 18,000 | 18,000 | 367,200 CHF | 369,000 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 20.40 CHF | 20.50 CHF | 18,000 | 18,000 | 18,000 | 18,000 | 367,200 CHF | 369,000 CHF | 99.46% | 99.46% |
03/07/2024 | 0.49% | 20.40 CHF | 20.50 CHF | 18,000 | 18,000 | 18,062 | 18,062 | 367,562 CHF | 369,368 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 20.35 CHF | 20.45 CHF | 19,000 | 19,000 | 19,000 | 19,000 | 386,650 CHF | 388,550 CHF | 100.00% | 100.00% |