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 | 0.37% | 2.66 CHF | 2.67 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 160,450 CHF | 161,050 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 158,197 CHF | 158,797 CHF | 98.97% | 98.97% |
11/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 159,578 CHF | 160,178 CHF | 99.63% | 99.63% |
10/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 156,731 CHF | 157,331 CHF | 99.83% | 99.83% |
09/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 158,560 CHF | 159,160 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 154,302 CHF | 154,902 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 149,766 CHF | 150,366 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 149,253 CHF | 149,853 CHF | 100.00% | 100.00% |
03/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 147,060 CHF | 147,660 CHF | 99.51% | 99.51% |
02/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 148,606 CHF | 149,206 CHF | 99.99% | 99.99% |