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 | 0.40% | 2.46 CHF | 2.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,411 CHF | 62,661 CHF | 99.38% | 99.38% |
12/07/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,235 CHF | 62,485 CHF | 99.09% | 99.09% |
11/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,387 CHF | 60,637 CHF | 98.68% | 98.68% |
10/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,774 CHF | 61,024 CHF | 95.47% | 95.47% |
09/07/2024 | 0.40% | 2.47 CHF | 2.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,719 CHF | 62,969 CHF | 99.05% | 99.05% |
08/07/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,406 CHF | 62,656 CHF | 99.22% | 99.22% |
05/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,020 CHF | 63,270 CHF | 99.39% | 99.39% |
04/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,529 CHF | 62,779 CHF | 99.39% | 99.39% |
03/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,165 CHF | 62,415 CHF | 98.64% | 98.64% |
02/07/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,662 CHF | 63,912 CHF | 99.07% | 99.07% |