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 | 0.15% | 1.95 CHF | 1.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,668 CHF | 51,743 CHF | 96.85% | 96.85% |
12/07/2024 | 0.16% | 2.06 CHF | 2.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,795 CHF | 46,870 CHF | 93.85% | 93.85% |
11/07/2024 | 0.15% | 1.92 CHF | 1.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,709 CHF | 51,784 CHF | 96.13% | 96.13% |
10/07/2024 | 0.16% | 1.99 CHF | 1.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,721 CHF | 46,796 CHF | 96.72% | 96.72% |
09/07/2024 | 0.15% | 1.85 CHF | 1.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,535 CHF | 48,610 CHF | 98.87% | 98.87% |
08/07/2024 | 0.15% | 1.97 CHF | 1.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,380 CHF | 50,455 CHF | 96.03% | 96.03% |
05/07/2024 | 0.15% | 1.93 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,089 CHF | 49,164 CHF | 98.93% | 98.93% |
04/07/2024 | 0.16% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,381 CHF | 47,456 CHF | 99.17% | 99.17% |
03/07/2024 | 0.16% | 1.88 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,714 CHF | 46,789 CHF | 92.22% | 92.22% |
02/07/2024 | 0.19% | 1.66 CHF | 1.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 39,290 CHF | 39,365 CHF | 99.95% | 99.95% |