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 | 0.41% | 2.41 CHF | 2.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,143 CHF | 60,393 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,557 CHF | 58,807 CHF | 99.67% | 99.67% |
11/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,748 CHF | 57,998 CHF | 86.34% | 86.34% |
10/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,347 CHF | 59,597 CHF | 96.10% | 96.10% |
09/07/2024 | 0.41% | 2.26 CHF | 2.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,545 CHF | 61,795 CHF | 99.66% | 99.66% |
08/07/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,456 CHF | 67,706 CHF | 99.85% | 99.85% |
05/07/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,077 CHF | 70,327 CHF | 99.99% | 99.99% |
04/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,004 CHF | 66,254 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 2.67 CHF | 2.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,668 CHF | 64,918 CHF | 99.25% | 99.25% |
02/07/2024 | 0.46% | 2.24 CHF | 2.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,936 CHF | 54,186 CHF | 99.68% | 99.68% |