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 | 0.46% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,534 CHF | 54,784 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.25 CHF | 2.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,690 CHF | 54,940 CHF | 99.69% | 99.69% |
11/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,516 CHF | 52,766 CHF | 99.14% | 99.14% |
10/07/2024 | 0.49% | 2.07 CHF | 2.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,975 CHF | 51,225 CHF | 96.08% | 96.08% |
09/07/2024 | 0.48% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,709 CHF | 51,959 CHF | 99.66% | 99.66% |
08/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,263 CHF | 54,513 CHF | 99.85% | 99.85% |
05/07/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,932 CHF | 54,182 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,908 CHF | 55,158 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,201 CHF | 53,451 CHF | 99.25% | 99.25% |
02/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,271 CHF | 51,521 CHF | 99.66% | 99.66% |