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% | 20.69 CHF | 20.77 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 40,621 CHF | 40,775 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 20.33 CHF | 20.41 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 39,666 CHF | 39,811 CHF | 100.00% | 100.00% |
11/07/2024 | 0.38% | 19.02 CHF | 19.10 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 40,744 CHF | 40,898 CHF | 100.00% | 100.00% |
10/07/2024 | 0.37% | 20.31 CHF | 20.38 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 39,820 CHF | 39,966 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 19.10 CHF | 19.17 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 39,503 CHF | 39,725 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 20.78 CHF | 20.85 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 43,337 CHF | 43,491 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 20.19 CHF | 20.27 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 41,471 CHF | 41,624 CHF | 100.00% | 100.00% |
04/07/2024 | 0.35% | 20.49 CHF | 20.56 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 40,246 CHF | 40,387 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 18.56 CHF | 18.63 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 37,240 CHF | 37,369 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 16.68 CHF | 16.75 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 33,506 CHF | 33,639 CHF | 100.00% | 100.00% |