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% | 2.81 CHF | 2.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,543 CHF | 71,846 CHF | 95.22% | 95.22% |
12/07/2024 | 0.47% | 2.91 CHF | 2.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,455 CHF | 71,788 CHF | 99.01% | 99.01% |
11/07/2024 | 0.45% | 2.84 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,923 CHF | 69,232 CHF | 99.08% | 99.08% |
10/07/2024 | 0.44% | 2.65 CHF | 2.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,182 CHF | 67,475 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.76 CHF | 2.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,114 CHF | 70,406 CHF | 100.00% | 100.00% |
08/07/2024 | 0.41% | 2.79 CHF | 2.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,950 CHF | 70,240 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 2.74 CHF | 2.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,445 CHF | 69,787 CHF | 98.81% | 98.81% |
04/07/2024 | 0.43% | 2.82 CHF | 2.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,376 CHF | 69,674 CHF | 100.00% | 100.00% |
03/07/2024 | 0.44% | 2.68 CHF | 2.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,317 CHF | 69,624 CHF | 99.73% | 99.73% |
02/07/2024 | 0.47% | 2.74 CHF | 2.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,875 CHF | 67,187 CHF | 99.95% | 99.95% |