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 | 0.38% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,258 CHF | 66,508 CHF | 99.39% | 99.39% |
12/07/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,529 CHF | 65,779 CHF | 99.08% | 99.08% |
11/07/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,690 CHF | 66,940 CHF | 85.73% | 85.73% |
10/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,527 CHF | 66,777 CHF | 95.47% | 95.47% |
09/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,731 CHF | 67,981 CHF | 99.06% | 99.06% |
08/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,888 CHF | 66,138 CHF | 99.24% | 99.24% |
05/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,648 CHF | 65,898 CHF | 99.39% | 99.39% |
04/07/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,586 CHF | 68,836 CHF | 99.39% | 99.39% |
03/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,302 CHF | 69,552 CHF | 98.63% | 98.63% |
02/07/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,476 CHF | 70,726 CHF | 99.07% | 99.07% |