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 | 0.43% | 2.23 CHF | 2.24 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,061 CHF | 23,161 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 23,144 CHF | 23,244 CHF | 98.98% | 98.98% |
11/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 22,775 CHF | 22,875 CHF | 86.89% | 86.89% |
10/07/2024 | 0.48% | 2.16 CHF | 2.17 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 20,983 CHF | 21,083 CHF | 99.85% | 99.85% |
09/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 21,137 CHF | 21,237 CHF | 100.00% | 100.00% |
08/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 20,862 CHF | 20,962 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 20,849 CHF | 20,949 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 20,724 CHF | 20,824 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 20,149 CHF | 20,249 CHF | 99.51% | 99.51% |
02/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 19,896 CHF | 19,996 CHF | 99.97% | 99.97% |