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 | 0.46% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,831 CHF | 54,081 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,783 CHF | 54,033 CHF | 98.41% | 98.41% |
11/07/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,506 CHF | 52,756 CHF | 99.88% | 99.88% |
10/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,206 CHF | 53,456 CHF | 99.77% | 99.77% |
09/07/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,992 CHF | 56,242 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,977 CHF | 55,227 CHF | 98.97% | 98.97% |
05/07/2024 | 0.45% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,318 CHF | 55,568 CHF | 100.00% | 100.00% |
04/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,859 CHF | 53,109 CHF | 98.15% | 98.15% |
03/07/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 25,000 | 25,000 | 26,450 | 26,451 | 54,634 CHF | 54,900 CHF | 99.99% | 99.99% |
02/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 84,778 CHF | 85,278 CHF | 100.00% | 100.00% |