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 | 0.34% | 2.97 CHF | 2.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,101 CHF | 74,351 CHF | 100.00% | 100.00% |
12/07/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,414 CHF | 73,664 CHF | 98.98% | 98.98% |
11/07/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,178 CHF | 74,428 CHF | 99.95% | 99.95% |
10/07/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,522 CHF | 75,772 CHF | 99.85% | 99.85% |
09/07/2024 | 0.32% | 3.21 CHF | 3.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 79,103 CHF | 79,353 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 80,746 CHF | 80,996 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,183 CHF | 81,433 CHF | 100.00% | 100.00% |
04/07/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 81,723 CHF | 81,973 CHF | 100.00% | 100.00% |
03/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 83,191 CHF | 83,441 CHF | 99.51% | 99.51% |
02/07/2024 | 0.30% | 3.38 CHF | 3.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 83,530 CHF | 83,780 CHF | 100.00% | 100.00% |