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 | 0.18% | 1.13 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,152 CHF | 28,202 CHF | 99.94% | 99.94% |
12/07/2024 | 0.18% | 1.13 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,529 CHF | 28,579 CHF | 99.99% | 99.99% |
11/07/2024 | 0.17% | 1.15 CHF | 1.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,586 CHF | 28,636 CHF | 35.04% | 35.04% |
10/07/2024 | 0.18% | 1.13 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,238 CHF | 28,288 CHF | 100.00% | 100.00% |
09/07/2024 | 0.18% | 1.13 CHF | 1.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,208 CHF | 28,258 CHF | 100.00% | 100.00% |
08/07/2024 | 0.17% | 1.14 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 28,593 CHF | 28,643 CHF | 100.00% | 100.00% |
05/07/2024 | 0.16% | 1.19 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,756 CHF | 30,806 CHF | 82.51% | 82.51% |
04/07/2024 | 0.16% | 1.28 CHF | 1.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,254 CHF | 31,304 CHF | 99.16% | 99.16% |
03/07/2024 | 0.17% | 1.18 CHF | 1.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,804 CHF | 29,854 CHF | 100.00% | 100.00% |
02/07/2024 | 0.16% | 1.21 CHF | 1.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,654 CHF | 30,704 CHF | 99.98% | 99.98% |