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% | 1.37 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,136 CHF | 34,186 CHF | 99.96% | 99.96% |
12/07/2024 | 0.14% | 1.37 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,505 CHF | 34,555 CHF | 100.00% | 100.00% |
11/07/2024 | 0.14% | 1.39 CHF | 1.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,560 CHF | 34,610 CHF | 35.04% | 35.04% |
10/07/2024 | 0.15% | 1.37 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,194 CHF | 34,244 CHF | 99.99% | 99.99% |
09/07/2024 | 0.15% | 1.37 CHF | 1.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,161 CHF | 34,211 CHF | 100.00% | 100.00% |
08/07/2024 | 0.14% | 1.38 CHF | 1.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 34,541 CHF | 34,591 CHF | 100.00% | 100.00% |
05/07/2024 | 0.14% | 1.43 CHF | 1.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,711 CHF | 36,761 CHF | 82.51% | 82.51% |
04/07/2024 | 0.13% | 1.52 CHF | 1.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 37,207 CHF | 37,257 CHF | 99.17% | 99.17% |
03/07/2024 | 0.14% | 1.42 CHF | 1.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 35,754 CHF | 35,804 CHF | 99.99% | 99.99% |
02/07/2024 | 0.14% | 1.44 CHF | 1.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 36,586 CHF | 36,636 CHF | 99.97% | 99.97% |