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 | 0.51% | 2.28 CHF | 2.29 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,061 CHF | 58,684 CHF | 95.13% | 95.13% |
12/07/2024 | 0.50% | 2.38 CHF | 2.40 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 69,984 CHF | 58,615 CHF | 99.01% | 99.01% |
11/07/2024 | 0.48% | 2.31 CHF | 2.32 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 66,936 CHF | 56,047 CHF | 98.76% | 98.76% |
10/07/2024 | 0.57% | 2.13 CHF | 2.14 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,787 CHF | 54,295 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 2.23 CHF | 2.24 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,330 CHF | 57,243 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 2.26 CHF | 2.27 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,132 CHF | 57,079 CHF | 99.58% | 99.58% |
05/07/2024 | 0.54% | 2.21 CHF | 2.22 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,569 CHF | 56,611 CHF | 98.58% | 98.58% |
04/07/2024 | 0.53% | 2.29 CHF | 2.31 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,468 CHF | 56,525 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 2.16 CHF | 2.17 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,402 CHF | 56,465 CHF | 99.73% | 99.73% |
02/07/2024 | 0.56% | 2.22 CHF | 2.23 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,484 CHF | 54,036 CHF | 100.00% | 100.00% |