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 | 0.44% | 2.38 CHF | 2.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,831 CHF | 57,081 CHF | 99.40% | 99.40% |
12/07/2024 | 0.39% | 2.43 CHF | 2.44 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,337 CHF | 64,587 CHF | 98.98% | 98.98% |
11/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,056 CHF | 67,306 CHF | 98.10% | 98.10% |
10/07/2024 | 0.40% | 2.65 CHF | 2.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,767 CHF | 63,017 CHF | 95.47% | 95.47% |
09/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,981 CHF | 60,231 CHF | 99.05% | 99.05% |
08/07/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,042 CHF | 60,292 CHF | 99.24% | 99.24% |
05/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,841 CHF | 63,091 CHF | 99.39% | 99.39% |
04/07/2024 | 0.41% | 2.59 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,205 CHF | 61,455 CHF | 98.82% | 98.82% |
03/07/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,195 CHF | 54,445 CHF | 95.58% | 95.58% |
02/07/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,030 CHF | 56,280 CHF | 99.04% | 99.04% |