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 | 0.43% | 2.33 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,214 CHF | 58,464 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,098 CHF | 56,348 CHF | 98.44% | 98.44% |
11/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,020 CHF | 57,270 CHF | 99.04% | 99.04% |
10/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,805 CHF | 58,055 CHF | 99.79% | 99.79% |
09/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,563 CHF | 56,813 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,743 CHF | 56,993 CHF | 98.97% | 98.97% |
05/07/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,463 CHF | 57,713 CHF | 100.00% | 100.00% |
04/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,320 CHF | 57,570 CHF | 98.15% | 98.15% |
03/07/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,827 CHF | 56,077 CHF | 100.00% | 100.00% |
02/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,712 CHF | 52,962 CHF | 99.93% | 99.93% |