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 | 0.36% | 2.73 CHF | 2.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,872 CHF | 69,122 CHF | 99.39% | 99.39% |
12/07/2024 | 0.37% | 2.85 CHF | 2.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,105 CHF | 67,355 CHF | 99.07% | 99.07% |
11/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,961 CHF | 64,211 CHF | 98.56% | 98.56% |
10/07/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,635 CHF | 61,885 CHF | 95.50% | 95.50% |
09/07/2024 | 0.41% | 2.38 CHF | 2.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,581 CHF | 61,831 CHF | 99.06% | 99.06% |
08/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,496 CHF | 64,746 CHF | 99.25% | 99.25% |
05/07/2024 | 0.38% | 2.56 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,856 CHF | 66,106 CHF | 99.39% | 99.39% |
04/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,949 CHF | 64,199 CHF | 99.39% | 99.39% |
03/07/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,847 CHF | 63,097 CHF | 98.64% | 98.64% |
02/07/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,842 CHF | 62,092 CHF | 99.05% | 99.05% |