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 | 0.39% | 2.52 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,586 CHF | 63,836 CHF | 100.00% | 100.00% |
12/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,583 CHF | 63,833 CHF | 98.41% | 98.41% |
11/07/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,273 CHF | 62,523 CHF | 99.88% | 99.88% |
10/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,956 CHF | 63,206 CHF | 99.79% | 99.79% |
09/07/2024 | 0.38% | 2.54 CHF | 2.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,855 CHF | 66,105 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 64,924 CHF | 65,174 CHF | 98.97% | 98.97% |
05/07/2024 | 0.38% | 2.57 CHF | 2.58 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 65,224 CHF | 65,474 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,785 CHF | 63,035 CHF | 98.15% | 98.15% |
03/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,584 CHF | 61,834 CHF | 100.00% | 100.00% |
02/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,125 CHF | 52,375 CHF | 100.00% | 100.00% |