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 | 0.38% | 0.83 CHF | 0.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,657 CHF | 19,732 CHF | 93.53% | 93.53% |
12/07/2024 | 0.46% | 0.62 CHF | 0.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,385 CHF | 16,460 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 0.75 CHF | 0.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 20,040 CHF | 20,115 CHF | 99.95% | 99.95% |
10/07/2024 | 0.32% | 0.88 CHF | 0.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,342 CHF | 23,417 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 1.00 CHF | 1.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 23,226 CHF | 23,301 CHF | 99.99% | 99.99% |
08/07/2024 | 0.38% | 0.89 CHF | 0.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,565 CHF | 19,640 CHF | 100.00% | 100.00% |
05/07/2024 | 0.46% | 0.72 CHF | 0.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,454 CHF | 16,529 CHF | 98.95% | 98.95% |
04/07/2024 | 0.44% | 0.67 CHF | 0.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,983 CHF | 17,058 CHF | 99.17% | 99.17% |
03/07/2024 | 0.44% | 0.70 CHF | 0.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 16,979 CHF | 17,054 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 0.78 CHF | 0.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 19,659 CHF | 19,734 CHF | 99.96% | 99.96% |