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 | 0.40% | 2.95 CHF | 2.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,185 CHF | 75,483 CHF | 95.23% | 95.23% |
12/07/2024 | 0.39% | 3.06 CHF | 3.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,115 CHF | 75,411 CHF | 99.01% | 99.01% |
11/07/2024 | 0.40% | 2.98 CHF | 3.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,551 CHF | 72,844 CHF | 99.08% | 99.08% |
10/07/2024 | 0.44% | 2.80 CHF | 2.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,795 CHF | 71,104 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.90 CHF | 2.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,743 CHF | 74,038 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 2.93 CHF | 2.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,579 CHF | 73,884 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 2.88 CHF | 2.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,094 CHF | 73,404 CHF | 98.64% | 98.64% |
04/07/2024 | 0.41% | 2.96 CHF | 2.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,003 CHF | 73,305 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 2.83 CHF | 2.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,936 CHF | 73,232 CHF | 99.73% | 99.73% |
02/07/2024 | 0.41% | 2.89 CHF | 2.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,524 CHF | 70,814 CHF | 99.66% | 99.66% |