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 | 0.33% | 2.93 CHF | 2.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 75,806 CHF | 76,056 CHF | 99.39% | 99.39% |
12/07/2024 | 0.37% | 2.88 CHF | 2.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,350 CHF | 68,600 CHF | 98.98% | 98.98% |
11/07/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,340 CHF | 65,590 CHF | 81.54% | 81.54% |
10/07/2024 | 0.36% | 2.65 CHF | 2.66 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,576 CHF | 69,826 CHF | 95.47% | 95.47% |
09/07/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,375 CHF | 72,625 CHF | 99.06% | 99.06% |
08/07/2024 | 0.35% | 2.97 CHF | 2.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,254 CHF | 72,504 CHF | 99.24% | 99.24% |
05/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,801 CHF | 70,051 CHF | 99.39% | 99.39% |
04/07/2024 | 0.35% | 2.72 CHF | 2.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,490 CHF | 71,740 CHF | 98.82% | 98.82% |
03/07/2024 | 0.32% | 3.18 CHF | 3.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 78,505 CHF | 78,755 CHF | 95.58% | 95.58% |
02/07/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,371 CHF | 76,621 CHF | 99.06% | 99.06% |