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 | 0.16% | 1.29 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,125 CHF | 32,175 CHF | 99.96% | 99.96% |
12/07/2024 | 0.16% | 1.29 CHF | 1.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,786 CHF | 31,836 CHF | 99.99% | 99.99% |
11/07/2024 | 0.16% | 1.26 CHF | 1.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,729 CHF | 31,779 CHF | 35.04% | 35.04% |
10/07/2024 | 0.16% | 1.28 CHF | 1.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,946 CHF | 31,996 CHF | 100.00% | 100.00% |
09/07/2024 | 0.16% | 1.28 CHF | 1.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,986 CHF | 32,036 CHF | 99.96% | 99.96% |
08/07/2024 | 0.16% | 1.27 CHF | 1.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 31,590 CHF | 31,640 CHF | 100.00% | 100.00% |
05/07/2024 | 0.17% | 1.23 CHF | 1.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,619 CHF | 29,669 CHF | 82.53% | 82.53% |
04/07/2024 | 0.17% | 1.14 CHF | 1.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,132 CHF | 29,182 CHF | 99.17% | 99.17% |
03/07/2024 | 0.16% | 1.24 CHF | 1.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 30,598 CHF | 30,648 CHF | 100.00% | 100.00% |
02/07/2024 | 0.17% | 1.21 CHF | 1.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 29,602 CHF | 29,652 CHF | 99.97% | 99.97% |