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 | 0.26% | 0.76 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 18,910 CHF | 18,960 CHF | 99.95% | 99.95% |
12/07/2024 | 0.26% | 0.76 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,299 CHF | 19,349 CHF | 100.00% | 100.00% |
11/07/2024 | 0.26% | 0.78 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,362 CHF | 19,412 CHF | 35.04% | 35.04% |
10/07/2024 | 0.26% | 0.77 CHF | 0.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,040 CHF | 19,090 CHF | 99.99% | 99.99% |
09/07/2024 | 0.26% | 0.76 CHF | 0.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,015 CHF | 19,065 CHF | 99.96% | 99.96% |
08/07/2024 | 0.26% | 0.77 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,410 CHF | 19,460 CHF | 100.00% | 100.00% |
05/07/2024 | 0.23% | 0.82 CHF | 0.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,562 CHF | 21,612 CHF | 82.53% | 82.53% |
04/07/2024 | 0.23% | 0.91 CHF | 0.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 22,061 CHF | 22,111 CHF | 99.17% | 99.17% |
03/07/2024 | 0.24% | 0.81 CHF | 0.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,617 CHF | 20,667 CHF | 99.97% | 99.97% |
02/07/2024 | 0.23% | 0.84 CHF | 0.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 21,494 CHF | 21,544 CHF | 99.96% | 99.96% |