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 | 0.36% | 2.63 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,415 CHF | 68,665 CHF | 99.39% | 99.39% |
12/07/2024 | 0.36% | 2.84 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,628 CHF | 68,878 CHF | 99.08% | 99.08% |
11/07/2024 | 0.38% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,282 CHF | 66,532 CHF | 98.53% | 98.53% |
10/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,764 CHF | 66,014 CHF | 95.49% | 95.49% |
09/07/2024 | 0.36% | 2.67 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,561 CHF | 68,811 CHF | 99.06% | 99.06% |
08/07/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,436 CHF | 67,686 CHF | 99.24% | 99.24% |
05/07/2024 | 0.36% | 2.66 CHF | 2.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,477 CHF | 68,727 CHF | 99.38% | 99.38% |
04/07/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,766 CHF | 70,016 CHF | 99.39% | 99.39% |
03/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,072 CHF | 69,322 CHF | 98.65% | 98.65% |
02/07/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,950 CHF | 67,200 CHF | 99.06% | 99.06% |