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 | 0.39% | 2.54 CHF | 2.55 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 153,703 CHF | 154,303 CHF | 100.00% | 100.00% |
12/07/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 151,444 CHF | 152,044 CHF | 98.97% | 98.97% |
11/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 152,862 CHF | 153,462 CHF | 99.75% | 99.75% |
10/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 149,995 CHF | 150,595 CHF | 99.83% | 99.83% |
09/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 151,837 CHF | 152,437 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 147,530 CHF | 148,130 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 143,025 CHF | 143,625 CHF | 100.00% | 100.00% |
04/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 142,487 CHF | 143,087 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 140,302 CHF | 140,902 CHF | 99.51% | 99.51% |
02/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 141,866 CHF | 142,466 CHF | 100.00% | 100.00% |