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 | 0.42% | 2.36 CHF | 2.37 CHF | 45,000 | 45,000 | 44,908 | 44,908 | 107,387 CHF | 107,836 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 106,223 CHF | 106,673 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 45,000 | 45,000 | 44,909 | 44,909 | 108,048 CHF | 108,497 CHF | 99.99% | 99.99% |
10/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 106,245 CHF | 106,695 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 45,000 | 45,000 | 44,947 | 44,947 | 104,677 CHF | 105,127 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 45,000 | 45,000 | 45,006 | 45,006 | 104,672 CHF | 105,122 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 102,919 CHF | 103,379 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 102,608 CHF | 103,068 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 46,000 | 46,000 | 46,242 | 46,242 | 99,059 CHF | 99,522 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 46,000 | 46,000 | 46,000 | 46,000 | 101,399 CHF | 101,859 CHF | 100.00% | 100.00% |