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 | 0.33% | 2.95 CHF | 2.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,621 CHF | 74,871 CHF | 99.39% | 99.39% |
12/07/2024 | 0.34% | 3.01 CHF | 3.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,745 CHF | 72,995 CHF | 99.08% | 99.08% |
11/07/2024 | 0.36% | 2.81 CHF | 2.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,529 CHF | 69,779 CHF | 85.73% | 85.73% |
10/07/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,262 CHF | 68,512 CHF | 95.48% | 95.48% |
09/07/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,875 CHF | 69,125 CHF | 99.04% | 99.04% |
08/07/2024 | 0.36% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,966 CHF | 69,216 CHF | 99.23% | 99.23% |
05/07/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,141 CHF | 70,391 CHF | 99.39% | 99.39% |
04/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,675 CHF | 73,925 CHF | 99.39% | 99.39% |
03/07/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,889 CHF | 74,139 CHF | 98.64% | 98.64% |
02/07/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,406 CHF | 72,656 CHF | 99.07% | 99.07% |