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% | 2.36 CHF | 2.37 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 96,603 CHF | 97,003 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 96,506 CHF | 96,906 CHF | 99.01% | 99.01% |
11/07/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,465 CHF | 92,865 CHF | 99.86% | 99.86% |
10/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 89,647 CHF | 90,047 CHF | 99.85% | 99.85% |
09/07/2024 | 0.42% | 2.31 CHF | 2.32 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 94,326 CHF | 94,726 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 94,062 CHF | 94,462 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93,294 CHF | 93,694 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93,205 CHF | 93,605 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.24 CHF | 2.25 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93,094 CHF | 93,494 CHF | 99.51% | 99.51% |
02/07/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 89,179 CHF | 89,579 CHF | 99.93% | 99.93% |