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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/07/2024 | 0.46% | 2.11 CHF | 2.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,808 CHF | 54,058 CHF | 98.98% | 98.98% |
24/07/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,076 CHF | 64,326 CHF | 98.86% | 98.86% |
23/07/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,750 CHF | 62,000 CHF | 99.00% | 99.00% |
22/07/2024 | 0.41% | 2.33 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,607 CHF | 60,857 CHF | 99.06% | 99.06% |
19/07/2024 | 0.39% | 2.50 CHF | 2.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,215 CHF | 63,465 CHF | 98.57% | 98.57% |
18/07/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,998 CHF | 75,248 CHF | 96.64% | 96.64% |
17/07/2024 | 0.32% | 2.96 CHF | 2.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 76,845 CHF | 77,095 CHF | 98.80% | 98.80% |
16/07/2024 | 0.35% | 2.96 CHF | 2.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,499 CHF | 70,749 CHF | 98.99% | 98.99% |
15/07/2024 | 0.39% | 2.76 CHF | 2.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,795 CHF | 65,045 CHF | 98.99% | 98.99% |
12/07/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,633 CHF | 62,883 CHF | 98.20% | 98.20% |