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 | 0.55% | 2.76 CHF | 2.77 CHF | 75,000 | 75,000 | 54,514 | 54,514 | 151,528 CHF | 152,278 CHF | 99.73% | 99.73% |
12/07/2024 | 0.71% | 2.78 CHF | 2.79 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 101,337 CHF | 102,055 CHF | 99.01% | 99.01% |
11/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 199,396 CHF | 200,146 CHF | 99.08% | 99.08% |
10/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 195,161 CHF | 195,911 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 193,750 CHF | 194,500 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 192,797 CHF | 193,547 CHF | 99.86% | 99.86% |
05/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 195,093 CHF | 195,843 CHF | 98.86% | 98.86% |
04/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 189,817 CHF | 190,567 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 180,518 CHF | 181,268 CHF | 99.82% | 99.82% |
02/07/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 173,793 CHF | 174,543 CHF | 100.00% | 100.00% |