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 | 0.84% | 2.59 CHF | 2.61 CHF | 25,000 | 25,000 | 26,375 | 26,375 | 68,090 CHF | 68,657 CHF | 98.72% | 98.72% |
12/07/2024 | 0.49% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,910 CHF | 126,530 CHF | 99.38% | 99.38% |
11/07/2024 | 0.48% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,039 CHF | 129,661 CHF | 99.15% | 99.15% |
10/07/2024 | 0.53% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,554 CHF | 127,229 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,720 CHF | 131,375 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,682 CHF | 129,276 CHF | 99.34% | 99.34% |
05/07/2024 | 0.52% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,043 CHF | 129,720 CHF | 99.14% | 99.14% |
04/07/2024 | 0.48% | 2.51 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,328 CHF | 127,943 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 2.54 CHF | 2.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,445 CHF | 128,090 CHF | 99.70% | 99.70% |
02/07/2024 | 0.54% | 2.53 CHF | 2.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,497 CHF | 125,174 CHF | 99.83% | 99.83% |