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 | 0.45% | 2.59 CHF | 2.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,185 CHF | 66,483 CHF | 95.21% | 95.21% |
12/07/2024 | 0.45% | 2.70 CHF | 2.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,115 CHF | 66,411 CHF | 99.01% | 99.01% |
11/07/2024 | 0.46% | 2.62 CHF | 2.64 CHF | 25,000 | 25,000 | 25,555 | 25,000 | 64,928 CHF | 63,841 CHF | 99.05% | 99.05% |
10/07/2024 | 0.50% | 2.44 CHF | 2.45 CHF | 30,000 | 25,000 | 29,043 | 25,000 | 71,730 CHF | 62,090 CHF | 100.00% | 100.00% |
09/07/2024 | 0.46% | 2.54 CHF | 2.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,723 CHF | 65,020 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 2.57 CHF | 2.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,577 CHF | 64,882 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 2.52 CHF | 2.53 CHF | 25,000 | 25,000 | 25,030 | 25,000 | 64,166 CHF | 64,398 CHF | 98.81% | 98.81% |
04/07/2024 | 0.47% | 2.60 CHF | 2.62 CHF | 25,000 | 25,000 | 25,006 | 25,000 | 64,017 CHF | 64,305 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.47 CHF | 2.48 CHF | 30,000 | 25,000 | 25,906 | 25,000 | 66,173 CHF | 64,247 CHF | 99.73% | 99.73% |
02/07/2024 | 0.47% | 2.53 CHF | 2.54 CHF | 25,000 | 25,000 | 28,956 | 25,000 | 71,195 CHF | 61,810 CHF | 100.00% | 100.00% |