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 | 0.48% | 2.05 CHF | 2.06 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,275 CHF | 41,475 CHF | 100.00% | 100.00% |
12/07/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 41,137 CHF | 41,337 CHF | 98.42% | 98.42% |
11/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 40,036 CHF | 40,236 CHF | 95.96% | 95.96% |
10/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,749 CHF | 38,949 CHF | 99.79% | 99.79% |
09/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 37,706 CHF | 37,906 CHF | 100.00% | 100.00% |
08/07/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,621 CHF | 38,821 CHF | 98.99% | 98.99% |
05/07/2024 | 0.50% | 1.96 CHF | 1.97 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 39,820 CHF | 40,020 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,697 CHF | 38,897 CHF | 98.16% | 98.16% |
03/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,154 CHF | 38,354 CHF | 100.00% | 100.00% |
02/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 37,549 CHF | 37,749 CHF | 100.00% | 100.00% |