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 | 0.34% | 2.83 CHF | 2.84 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 29,092 CHF | 29,192 CHF | 100.00% | 100.00% |
12/07/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 29,175 CHF | 29,275 CHF | 98.98% | 98.98% |
11/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 28,805 CHF | 28,905 CHF | 86.89% | 86.89% |
10/07/2024 | 0.37% | 2.77 CHF | 2.78 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 27,009 CHF | 27,109 CHF | 99.85% | 99.85% |
09/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 27,170 CHF | 27,270 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,888 CHF | 26,988 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,869 CHF | 26,969 CHF | 100.00% | 100.00% |
04/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,754 CHF | 26,854 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,179 CHF | 26,279 CHF | 99.51% | 99.51% |
02/07/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 25,920 CHF | 26,020 CHF | 100.00% | 100.00% |