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 | 0.44% | 2.25 CHF | 2.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 33,805 CHF | 33,955 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,837 CHF | 34,987 CHF | 98.44% | 98.44% |
11/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 35,303 CHF | 35,453 CHF | 98.60% | 98.60% |
10/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,632 CHF | 34,782 CHF | 99.78% | 99.78% |
09/07/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 35,089 CHF | 35,239 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 33,591 CHF | 33,741 CHF | 98.99% | 98.99% |
05/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 33,043 CHF | 33,193 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,954 CHF | 35,104 CHF | 98.17% | 98.17% |
03/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,795 CHF | 34,945 CHF | 100.00% | 100.00% |
02/07/2024 | 0.44% | 2.29 CHF | 2.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 34,394 CHF | 34,544 CHF | 100.00% | 100.00% |