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 | 0.49% | 2.01 CHF | 2.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,145 CHF | 51,395 CHF | 99.39% | 99.39% |
12/07/2024 | 0.51% | 2.08 CHF | 2.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,313 CHF | 49,563 CHF | 99.08% | 99.08% |
11/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,124 CHF | 46,374 CHF | 98.75% | 98.75% |
10/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 44,895 CHF | 45,145 CHF | 95.49% | 95.49% |
09/07/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,530 CHF | 45,780 CHF | 99.04% | 99.04% |
08/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 45,647 CHF | 45,897 CHF | 99.24% | 99.24% |
05/07/2024 | 0.53% | 1.81 CHF | 1.82 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 46,788 CHF | 47,038 CHF | 99.39% | 99.39% |
04/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,331 CHF | 50,581 CHF | 99.39% | 99.39% |
03/07/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,565 CHF | 50,815 CHF | 98.64% | 98.64% |
02/07/2024 | 0.51% | 2.01 CHF | 2.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,143 CHF | 49,393 CHF | 99.07% | 99.07% |