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 | 0.56% | 2.16 CHF | 2.17 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,280 CHF | 55,543 CHF | 95.19% | 95.19% |
12/07/2024 | 0.53% | 2.26 CHF | 2.27 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,193 CHF | 55,455 CHF | 99.01% | 99.01% |
11/07/2024 | 0.57% | 2.19 CHF | 2.20 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,142 CHF | 52,919 CHF | 98.68% | 98.68% |
10/07/2024 | 0.58% | 2.00 CHF | 2.01 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,025 CHF | 51,151 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 2.11 CHF | 2.12 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,567 CHF | 54,114 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 2.13 CHF | 2.15 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,376 CHF | 53,950 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 2.08 CHF | 2.10 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,815 CHF | 53,486 CHF | 98.81% | 98.81% |
04/07/2024 | 0.56% | 2.17 CHF | 2.18 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,730 CHF | 53,404 CHF | 100.00% | 100.00% |
03/07/2024 | 0.58% | 2.03 CHF | 2.04 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 63,635 CHF | 53,337 CHF | 99.73% | 99.73% |
02/07/2024 | 0.61% | 2.09 CHF | 2.10 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,723 CHF | 50,913 CHF | 99.66% | 99.66% |