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 | 0.52% | 2.46 CHF | 2.47 CHF | 30,000 | 30,000 | 22,047 | 22,047 | 54,757 CHF | 54,986 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 72,526 CHF | 72,826 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 30,000 | 30,000 | 29,976 | 29,976 | 73,910 CHF | 74,210 CHF | 100.00% | 100.00% |
10/07/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 30,000 | 30,000 | 29,997 | 29,997 | 71,318 CHF | 71,618 CHF | 99.99% | 99.99% |
09/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 30,000 | 30,000 | 29,902 | 29,902 | 72,849 CHF | 73,149 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.39 CHF | 2.40 CHF | 40,000 | 40,000 | 39,934 | 39,934 | 91,901 CHF | 92,301 CHF | 99.70% | 99.70% |
05/07/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 86,459 CHF | 86,859 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 85,952 CHF | 86,352 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 83,562 CHF | 83,962 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 40,000 | 40,000 | 39,607 | 39,607 | 85,114 CHF | 85,511 CHF | 99.98% | 99.98% |