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 | 0.44% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,615 CHF | 56,865 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,718 CHF | 56,968 CHF | 98.99% | 98.99% |
11/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,818 CHF | 56,068 CHF | 99.21% | 99.21% |
10/07/2024 | 0.48% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,756 CHF | 52,006 CHF | 99.81% | 99.81% |
09/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,151 CHF | 52,401 CHF | 100.00% | 100.00% |
08/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,482 CHF | 51,732 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 2.02 CHF | 2.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,475 CHF | 51,725 CHF | 100.00% | 100.00% |
04/07/2024 | 0.49% | 2.08 CHF | 2.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,268 CHF | 51,518 CHF | 100.00% | 100.00% |
03/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,054 CHF | 50,304 CHF | 99.51% | 99.51% |
02/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 49,493 CHF | 49,743 CHF | 99.97% | 99.97% |