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 | 0.86% | 2.49 CHF | 2.51 CHF | 25,000 | 25,000 | 26,375 | 26,375 | 65,416 CHF | 65,972 CHF | 98.72% | 98.72% |
12/07/2024 | 0.51% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,824 CHF | 121,438 CHF | 99.38% | 99.38% |
11/07/2024 | 0.51% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,991 CHF | 124,631 CHF | 98.98% | 98.98% |
10/07/2024 | 0.55% | 2.47 CHF | 2.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,447 CHF | 122,119 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 2.48 CHF | 2.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,679 CHF | 126,316 CHF | 100.00% | 100.00% |
08/07/2024 | 0.52% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,595 CHF | 124,238 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,996 CHF | 124,657 CHF | 99.62% | 99.62% |
04/07/2024 | 0.56% | 2.41 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,194 CHF | 122,881 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.43 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,408 CHF | 122,999 CHF | 99.73% | 99.73% |
02/07/2024 | 0.53% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,456 CHF | 120,096 CHF | 99.69% | 99.69% |