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 | 0.74% | 1.41 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,802 CHF | 34,052 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 1.28 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,679 CHF | 33,929 CHF | 99.69% | 99.69% |
11/07/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,778 CHF | 36,028 CHF | 98.86% | 98.86% |
10/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,166 CHF | 37,416 CHF | 96.09% | 96.09% |
09/07/2024 | 0.68% | 1.52 CHF | 1.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,447 CHF | 36,697 CHF | 99.66% | 99.66% |
08/07/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,846 CHF | 34,096 CHF | 99.85% | 99.85% |
05/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,411 CHF | 34,661 CHF | 100.00% | 100.00% |
04/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 33,475 CHF | 33,725 CHF | 100.00% | 100.00% |
03/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,176 CHF | 35,426 CHF | 99.25% | 99.25% |
02/07/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,896 CHF | 37,146 CHF | 99.63% | 99.63% |