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% | 2.37 CHF | 2.38 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 96,852 CHF | 97,252 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 96,755 CHF | 97,155 CHF | 99.01% | 99.01% |
11/07/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,755 CHF | 93,155 CHF | 99.97% | 99.97% |
10/07/2024 | 0.44% | 2.22 CHF | 2.23 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 89,907 CHF | 90,307 CHF | 99.85% | 99.85% |
09/07/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 94,625 CHF | 95,025 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 94,368 CHF | 94,768 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93,584 CHF | 93,984 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93,478 CHF | 93,878 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.24 CHF | 2.25 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93,402 CHF | 93,802 CHF | 99.25% | 99.25% |
02/07/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 89,470 CHF | 89,870 CHF | 99.96% | 99.96% |