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 | 0.52% | 1.91 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,032 CHF | 48,282 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 2.04 CHF | 2.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,920 CHF | 47,170 CHF | 99.70% | 99.70% |
11/07/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,225 CHF | 49,475 CHF | 99.31% | 99.31% |
10/07/2024 | 0.55% | 1.90 CHF | 1.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,726 CHF | 45,976 CHF | 96.10% | 96.10% |
09/07/2024 | 0.53% | 1.70 CHF | 1.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,931 CHF | 47,181 CHF | 99.65% | 99.65% |
08/07/2024 | 0.51% | 1.90 CHF | 1.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,446 CHF | 48,696 CHF | 99.85% | 99.85% |
05/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,403 CHF | 48,653 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 43,130 CHF | 43,380 CHF | 100.00% | 100.00% |
03/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,575 CHF | 41,825 CHF | 99.24% | 99.24% |
02/07/2024 | 0.78% | 1.43 CHF | 1.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 32,066 CHF | 32,316 CHF | 99.65% | 99.65% |