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% | 2.98 CHF | 2.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 44,786 CHF | 44,936 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 45,811 CHF | 45,961 CHF | 98.44% | 98.44% |
11/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 46,253 CHF | 46,403 CHF | 98.60% | 98.60% |
10/07/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 45,582 CHF | 45,732 CHF | 99.77% | 99.77% |
09/07/2024 | 0.33% | 3.11 CHF | 3.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 46,041 CHF | 46,191 CHF | 100.00% | 100.00% |
08/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 44,595 CHF | 44,745 CHF | 98.97% | 98.97% |
05/07/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 44,034 CHF | 44,184 CHF | 100.00% | 100.00% |
04/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 45,904 CHF | 46,054 CHF | 98.17% | 98.17% |
03/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 45,745 CHF | 45,895 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 45,344 CHF | 45,494 CHF | 99.97% | 99.97% |