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 | 0.49% | 2.38 CHF | 2.39 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 73,079 CHF | 61,198 CHF | 95.23% | 95.23% |
12/07/2024 | 0.48% | 2.49 CHF | 2.50 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 73,006 CHF | 61,129 CHF | 99.01% | 99.01% |
11/07/2024 | 0.48% | 2.41 CHF | 2.43 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,961 CHF | 58,581 CHF | 99.05% | 99.05% |
10/07/2024 | 0.55% | 2.23 CHF | 2.24 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,836 CHF | 56,840 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 2.33 CHF | 2.34 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,345 CHF | 59,756 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 2.36 CHF | 2.37 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,149 CHF | 59,592 CHF | 98.82% | 98.82% |
05/07/2024 | 0.50% | 2.31 CHF | 2.32 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,609 CHF | 59,136 CHF | 98.81% | 98.81% |
04/07/2024 | 0.51% | 2.39 CHF | 2.41 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,503 CHF | 59,055 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 2.26 CHF | 2.27 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,423 CHF | 58,982 CHF | 99.73% | 99.73% |
02/07/2024 | 0.51% | 2.32 CHF | 2.33 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,529 CHF | 56,564 CHF | 99.66% | 99.66% |