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 | 0.35% | 2.84 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,368 CHF | 71,618 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.98 CHF | 2.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,230 CHF | 70,480 CHF | 99.69% | 99.69% |
11/07/2024 | 0.34% | 2.86 CHF | 2.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,498 CHF | 72,748 CHF | 99.33% | 99.33% |
10/07/2024 | 0.36% | 2.83 CHF | 2.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,956 CHF | 69,206 CHF | 96.10% | 96.10% |
09/07/2024 | 0.36% | 2.63 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,150 CHF | 70,400 CHF | 99.65% | 99.65% |
08/07/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,632 CHF | 71,882 CHF | 99.85% | 99.85% |
05/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,620 CHF | 71,870 CHF | 100.00% | 100.00% |
04/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,348 CHF | 66,598 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,777 CHF | 65,027 CHF | 99.25% | 99.25% |
02/07/2024 | 0.45% | 2.35 CHF | 2.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,196 CHF | 55,446 CHF | 99.64% | 99.64% |