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% | 2.66 CHF | 2.68 CHF | 25,000 | 25,000 | 26,375 | 26,375 | 69,991 CHF | 70,544 CHF | 98.72% | 98.72% |
12/07/2024 | 0.46% | 2.63 CHF | 2.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,501 CHF | 130,096 CHF | 99.38% | 99.38% |
11/07/2024 | 0.49% | 2.61 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,628 CHF | 133,275 CHF | 99.09% | 99.09% |
10/07/2024 | 0.46% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,161 CHF | 130,766 CHF | 100.00% | 100.00% |
09/07/2024 | 0.48% | 2.65 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,316 CHF | 134,968 CHF | 99.99% | 99.99% |
08/07/2024 | 0.50% | 2.68 CHF | 2.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,238 CHF | 132,895 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 2.63 CHF | 2.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,657 CHF | 133,313 CHF | 99.52% | 99.52% |
04/07/2024 | 0.47% | 2.59 CHF | 2.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,881 CHF | 131,496 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,034 CHF | 131,632 CHF | 99.73% | 99.73% |
02/07/2024 | 0.47% | 2.60 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,101 CHF | 128,707 CHF | 99.85% | 99.85% |