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 | 0.50% | 1.97 CHF | 1.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,285 CHF | 50,535 CHF | 99.38% | 99.38% |
12/07/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,124 CHF | 50,374 CHF | 99.09% | 99.09% |
11/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,308 CHF | 48,558 CHF | 97.70% | 97.70% |
10/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,719 CHF | 48,969 CHF | 95.47% | 95.47% |
09/07/2024 | 0.49% | 1.98 CHF | 1.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,661 CHF | 50,911 CHF | 99.05% | 99.05% |
08/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,357 CHF | 50,607 CHF | 99.24% | 99.24% |
05/07/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,953 CHF | 51,203 CHF | 99.39% | 99.39% |
04/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,464 CHF | 50,714 CHF | 99.39% | 99.39% |
03/07/2024 | 0.50% | 2.04 CHF | 2.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,111 CHF | 50,361 CHF | 98.64% | 98.64% |
02/07/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,643 CHF | 51,893 CHF | 99.05% | 99.05% |