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% | 25.66 CHF | 25.73 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 53,676 CHF | 53,816 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 27.72 CHF | 27.78 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 79,639 CHF | 79,837 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 25.76 CHF | 25.83 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 77,170 CHF | 77,365 CHF | 100.00% | 100.00% |
10/07/2024 | 0.25% | 25.20 CHF | 25.26 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 74,652 CHF | 74,842 CHF | 100.00% | 100.00% |
09/07/2024 | 0.26% | 24.32 CHF | 24.39 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 76,741 CHF | 76,939 CHF | 100.00% | 100.00% |
08/07/2024 | 0.25% | 26.00 CHF | 26.07 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 54,117 CHF | 54,254 CHF | 100.00% | 100.00% |
05/07/2024 | 0.25% | 26.82 CHF | 26.89 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 80,831 CHF | 81,034 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 26.73 CHF | 26.80 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 80,144 CHF | 80,343 CHF | 100.00% | 100.00% |
03/07/2024 | 0.25% | 26.38 CHF | 26.45 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 79,997 CHF | 80,197 CHF | 100.00% | 100.00% |
02/07/2024 | 0.29% | 25.86 CHF | 25.93 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 51,423 CHF | 51,572 CHF | 99.49% | 99.49% |