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 | 0.25% | 20.47 CHF | 20.52 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 61,354 CHF | 61,510 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 20.46 CHF | 20.51 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 80,222 CHF | 80,423 CHF | 100.00% | 100.00% |
11/07/2024 | 0.26% | 19.88 CHF | 19.93 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 59,619 CHF | 59,774 CHF | 100.00% | 100.00% |
10/07/2024 | 0.25% | 20.19 CHF | 20.24 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 80,809 CHF | 81,009 CHF | 100.00% | 100.00% |
09/07/2024 | 0.26% | 19.55 CHF | 19.61 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 62,750 CHF | 62,915 CHF | 100.00% | 100.00% |
08/07/2024 | 0.25% | 22.26 CHF | 22.32 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 67,400 CHF | 67,568 CHF | 100.00% | 100.00% |
05/07/2024 | 0.24% | 22.64 CHF | 22.69 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 69,521 CHF | 69,689 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 22.22 CHF | 22.28 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 66,253 CHF | 66,420 CHF | 100.00% | 100.00% |
03/07/2024 | 0.23% | 22.26 CHF | 22.31 CHF | 4,000 | 4,000 | 4,000 | 4,000 | 86,861 CHF | 87,065 CHF | 100.00% | 100.00% |
02/07/2024 | 0.28% | 19.57 CHF | 19.62 CHF | 4,000 | 4,000 | 3,402 | 3,402 | 65,072 CHF | 65,256 CHF | 100.00% | 100.00% |