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 | 0.40% | 2.46 CHF | 2.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,649 CHF | 61,899 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,336 CHF | 62,586 CHF | 98.98% | 98.98% |
11/07/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,610 CHF | 61,860 CHF | 99.94% | 99.94% |
10/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,261 CHF | 60,511 CHF | 99.84% | 99.84% |
09/07/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,668 CHF | 56,918 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,254 CHF | 55,504 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,042 CHF | 55,292 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 24,997 | 25,000 | 54,495 CHF | 54,753 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,039 CHF | 53,289 CHF | 99.51% | 99.51% |
02/07/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,702 CHF | 52,952 CHF | 99.99% | 99.99% |