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 | 0.52% | 1.90 CHF | 1.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 47,599 CHF | 47,849 CHF | 100.00% | 100.00% |
12/07/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,035 CHF | 46,285 CHF | 99.67% | 99.67% |
11/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,233 CHF | 45,483 CHF | 86.34% | 86.34% |
10/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,866 CHF | 47,116 CHF | 96.10% | 96.10% |
09/07/2024 | 0.51% | 1.76 CHF | 1.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,069 CHF | 49,319 CHF | 99.67% | 99.67% |
08/07/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,998 CHF | 55,248 CHF | 99.85% | 99.85% |
05/07/2024 | 0.43% | 2.22 CHF | 2.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,604 CHF | 57,854 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,529 CHF | 53,779 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,203 CHF | 52,453 CHF | 99.25% | 99.25% |
02/07/2024 | 0.60% | 1.74 CHF | 1.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 41,511 CHF | 41,761 CHF | 99.67% | 99.67% |