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 | 0.80% | 2.62 CHF | 2.64 CHF | 25,000 | 25,000 | 26,375 | 26,375 | 68,949 CHF | 69,489 CHF | 98.72% | 98.72% |
12/07/2024 | 0.49% | 2.59 CHF | 2.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,501 CHF | 128,131 CHF | 99.38% | 99.38% |
11/07/2024 | 0.53% | 2.57 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,660 CHF | 131,352 CHF | 99.15% | 99.15% |
10/07/2024 | 0.52% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,161 CHF | 128,827 CHF | 100.00% | 100.00% |
09/07/2024 | 0.47% | 2.61 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,375 CHF | 132,995 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 2.64 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,294 CHF | 130,934 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.59 CHF | 2.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,719 CHF | 131,312 CHF | 99.55% | 99.55% |
04/07/2024 | 0.48% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,918 CHF | 129,544 CHF | 100.00% | 100.00% |
03/07/2024 | 0.52% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,034 CHF | 129,704 CHF | 99.73% | 99.73% |
02/07/2024 | 0.48% | 2.56 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,172 CHF | 126,778 CHF | 100.00% | 100.00% |