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 | 0.51% | 2.29 CHF | 2.30 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,361 CHF | 58,934 CHF | 95.13% | 95.13% |
12/07/2024 | 0.50% | 2.39 CHF | 2.41 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 70,285 CHF | 58,865 CHF | 99.01% | 99.01% |
11/07/2024 | 0.53% | 2.32 CHF | 2.34 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,241 CHF | 56,331 CHF | 99.08% | 99.08% |
10/07/2024 | 0.56% | 2.14 CHF | 2.15 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 65,087 CHF | 54,545 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 2.24 CHF | 2.25 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,630 CHF | 57,493 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 2.27 CHF | 2.28 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 68,447 CHF | 57,341 CHF | 99.89% | 99.89% |
05/07/2024 | 0.53% | 2.22 CHF | 2.23 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,865 CHF | 56,858 CHF | 98.81% | 98.81% |
04/07/2024 | 0.53% | 2.30 CHF | 2.32 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,803 CHF | 56,805 CHF | 100.00% | 100.00% |
03/07/2024 | 0.52% | 2.17 CHF | 2.18 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 67,723 CHF | 56,732 CHF | 99.73% | 99.73% |
02/07/2024 | 0.55% | 2.23 CHF | 2.24 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 64,784 CHF | 54,286 CHF | 99.99% | 99.99% |