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 | 0.47% | 2.50 CHF | 2.51 CHF | 25,000 | 25,000 | 25,106 | 25,000 | 64,095 CHF | 64,135 CHF | 95.22% | 95.22% |
12/07/2024 | 0.48% | 2.60 CHF | 2.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,766 CHF | 64,070 CHF | 99.01% | 99.01% |
11/07/2024 | 0.49% | 2.53 CHF | 2.54 CHF | 25,000 | 25,000 | 29,232 | 25,000 | 71,547 CHF | 61,534 CHF | 99.09% | 99.09% |
10/07/2024 | 0.50% | 2.34 CHF | 2.36 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,330 CHF | 59,739 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.45 CHF | 2.46 CHF | 30,000 | 25,000 | 27,250 | 25,000 | 67,936 CHF | 62,692 CHF | 100.00% | 100.00% |
08/07/2024 | 0.48% | 2.48 CHF | 2.49 CHF | 30,000 | 25,000 | 27,952 | 25,000 | 69,539 CHF | 62,540 CHF | 99.97% | 99.97% |
05/07/2024 | 0.49% | 2.43 CHF | 2.44 CHF | 30,000 | 25,000 | 29,338 | 25,000 | 72,448 CHF | 62,058 CHF | 98.58% | 98.58% |
04/07/2024 | 0.49% | 2.51 CHF | 2.52 CHF | 25,000 | 25,000 | 29,694 | 25,000 | 73,244 CHF | 61,974 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.37 CHF | 2.39 CHF | 30,000 | 25,000 | 27,705 | 25,000 | 68,189 CHF | 61,918 CHF | 99.73% | 99.73% |
02/07/2024 | 0.50% | 2.43 CHF | 2.45 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 71,025 CHF | 59,487 CHF | 100.00% | 100.00% |