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 | 0.59% | 2.01 CHF | 2.02 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,851 CHF | 51,846 CHF | 95.14% | 95.14% |
12/07/2024 | 0.60% | 2.11 CHF | 2.12 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 61,772 CHF | 51,788 CHF | 99.01% | 99.01% |
11/07/2024 | 0.63% | 2.04 CHF | 2.05 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 58,729 CHF | 49,250 CHF | 99.08% | 99.08% |
10/07/2024 | 0.62% | 1.85 CHF | 1.87 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,619 CHF | 47,475 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 1.96 CHF | 1.97 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 60,136 CHF | 50,406 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 1.99 CHF | 2.00 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,976 CHF | 50,277 CHF | 100.00% | 100.00% |
05/07/2024 | 0.64% | 1.94 CHF | 1.95 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,387 CHF | 49,808 CHF | 98.58% | 98.58% |
04/07/2024 | 0.60% | 2.02 CHF | 2.03 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,285 CHF | 49,704 CHF | 100.00% | 100.00% |
03/07/2024 | 0.60% | 1.88 CHF | 1.90 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 59,248 CHF | 49,668 CHF | 99.73% | 99.73% |
02/07/2024 | 0.64% | 1.94 CHF | 1.96 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 56,280 CHF | 47,200 CHF | 98.61% | 98.61% |