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% | 2.37 CHF | 2.38 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93,318 CHF | 93,718 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,849 CHF | 93,249 CHF | 98.39% | 98.39% |
11/07/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,521 CHF | 92,921 CHF | 99.43% | 99.43% |
10/07/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93,780 CHF | 94,180 CHF | 99.78% | 99.78% |
09/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,585 CHF | 92,985 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 91,741 CHF | 92,141 CHF | 98.98% | 98.98% |
05/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 91,244 CHF | 91,644 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 93,389 CHF | 93,789 CHF | 98.16% | 98.16% |
03/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 96,051 CHF | 96,451 CHF | 100.00% | 100.00% |
02/07/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,799 CHF | 99,199 CHF | 100.00% | 100.00% |