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 | 0.84% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,673 CHF | 29,923 CHF | 100.00% | 100.00% |
12/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,304 CHF | 29,554 CHF | 99.69% | 99.69% |
11/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,355 CHF | 30,605 CHF | 98.88% | 98.88% |
10/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,677 CHF | 30,927 CHF | 96.11% | 96.11% |
09/07/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,642 CHF | 31,892 CHF | 99.67% | 99.67% |
08/07/2024 | 0.84% | 1.22 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,481 CHF | 29,731 CHF | 99.84% | 99.84% |
05/07/2024 | 0.84% | 1.23 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,749 CHF | 29,999 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,141 CHF | 29,391 CHF | 100.00% | 100.00% |
03/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,139 CHF | 32,389 CHF | 99.25% | 99.25% |
02/07/2024 | 0.70% | 1.38 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,613 CHF | 35,863 CHF | 99.64% | 99.64% |