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 | 0.41% | 2.46 CHF | 2.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,311 CHF | 61,561 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,980 CHF | 61,230 CHF | 99.77% | 99.77% |
11/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,977 CHF | 61,227 CHF | 100.00% | 100.00% |
10/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,519 CHF | 60,769 CHF | 94.71% | 94.71% |
09/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,947 CHF | 60,197 CHF | 99.67% | 99.67% |
08/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,749 CHF | 59,999 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,549 CHF | 59,799 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,370 CHF | 59,620 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,668 CHF | 59,918 CHF | 99.33% | 99.33% |
02/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,132 CHF | 60,382 CHF | 99.61% | 99.61% |