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 | 0.91% | 2.18 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,633 CHF | 55,133 CHF | 99.56% | 99.56% |
12/07/2024 | 0.91% | 2.16 CHF | 2.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,571 CHF | 55,071 CHF | 99.55% | 99.55% |
11/07/2024 | 0.90% | 2.20 CHF | 2.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,436 CHF | 55,936 CHF | 99.47% | 99.47% |
10/07/2024 | 0.89% | 2.22 CHF | 2.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,744 CHF | 56,244 CHF | 99.52% | 99.52% |
09/07/2024 | 0.88% | 2.25 CHF | 2.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,382 CHF | 56,882 CHF | 99.52% | 99.52% |
08/07/2024 | 0.90% | 2.23 CHF | 2.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,613 CHF | 56,113 CHF | 99.49% | 99.49% |
05/07/2024 | 0.90% | 2.23 CHF | 2.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,025 CHF | 55,525 CHF | 98.45% | 98.45% |
04/07/2024 | 0.90% | 2.22 CHF | 2.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,537 CHF | 56,037 CHF | 98.67% | 98.67% |
03/07/2024 | 0.89% | 2.23 CHF | 2.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,807 CHF | 56,307 CHF | 99.50% | 99.50% |
02/07/2024 | 0.87% | 2.29 CHF | 2.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,513 CHF | 58,013 CHF | 99.56% | 99.56% |