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% | 12.63 CHF | 12.66 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 38,189 CHF | 38,289 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 13.26 CHF | 13.29 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 39,412 CHF | 39,512 CHF | 100.00% | 100.00% |
11/07/2024 | 0.25% | 13.10 CHF | 13.14 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 39,608 CHF | 39,707 CHF | 100.00% | 100.00% |
10/07/2024 | 0.26% | 12.65 CHF | 12.69 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 37,478 CHF | 37,574 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 12.61 CHF | 12.64 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 38,534 CHF | 38,631 CHF | 100.00% | 100.00% |
08/07/2024 | 0.26% | 12.60 CHF | 12.63 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 37,707 CHF | 37,807 CHF | 100.00% | 100.00% |
05/07/2024 | 0.26% | 13.07 CHF | 13.11 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 40,353 CHF | 40,460 CHF | 100.00% | 100.00% |
04/07/2024 | 0.25% | 14.26 CHF | 14.30 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 42,534 CHF | 42,639 CHF | 100.00% | 100.00% |
03/07/2024 | 0.24% | 13.92 CHF | 13.95 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 40,696 CHF | 40,792 CHF | 100.00% | 100.00% |
02/07/2024 | 0.27% | 12.26 CHF | 12.29 CHF | 3,000 | 3,000 | 3,000 | 3,000 | 37,202 CHF | 37,301 CHF | 100.00% | 100.00% |