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 | 0.50% | 19.43 CHF | 19.53 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 81,790 CHF | 82,198 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 19.83 CHF | 19.93 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 79,930 CHF | 80,333 CHF | 100.00% | 100.00% |
11/07/2024 | 0.48% | 19.80 CHF | 19.90 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 82,160 CHF | 82,559 CHF | 100.00% | 100.00% |
10/07/2024 | 0.49% | 19.45 CHF | 19.54 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 75,306 CHF | 75,675 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 18.15 CHF | 18.24 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 73,984 CHF | 74,352 CHF | 100.00% | 100.00% |
08/07/2024 | 0.48% | 18.00 CHF | 18.08 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 71,242 CHF | 71,588 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 16.81 CHF | 16.90 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 68,792 CHF | 69,158 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 18.32 CHF | 18.41 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 72,976 CHF | 73,334 CHF | 100.00% | 100.00% |
03/07/2024 | 0.54% | 17.45 CHF | 17.54 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 69,396 CHF | 69,774 CHF | 100.00% | 100.00% |
02/07/2024 | 0.56% | 18.60 CHF | 18.71 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 74,344 CHF | 74,760 CHF | 100.00% | 100.00% |