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 | 0.38% | 2.61 CHF | 2.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,061 CHF | 65,311 CHF | 100.00% | 100.00% |
12/07/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,414 CHF | 64,664 CHF | 98.98% | 98.98% |
11/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,178 CHF | 65,428 CHF | 99.95% | 99.95% |
10/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,522 CHF | 66,772 CHF | 99.85% | 99.85% |
09/07/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,103 CHF | 70,353 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,512 CHF | 71,762 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,958 CHF | 72,208 CHF | 100.00% | 100.00% |
04/07/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,723 CHF | 72,973 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,191 CHF | 74,441 CHF | 99.51% | 99.51% |
02/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,530 CHF | 74,780 CHF | 100.00% | 100.00% |