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 | 0.35% | 2.82 CHF | 2.83 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 171,190 CHF | 171,790 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 166,330 CHF | 166,930 CHF | 98.12% | 98.12% |
11/07/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 163,556 CHF | 164,156 CHF | 99.45% | 99.45% |
10/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 160,180 CHF | 160,780 CHF | 99.83% | 99.83% |
09/07/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 159,054 CHF | 159,654 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 158,290 CHF | 158,890 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 160,149 CHF | 160,749 CHF | 100.00% | 100.00% |
04/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 155,905 CHF | 156,505 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 148,507 CHF | 149,107 CHF | 99.51% | 99.51% |
02/07/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 143,233 CHF | 143,833 CHF | 99.96% | 99.96% |