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 | 0.43% | 2.23 CHF | 2.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,998 CHF | 58,248 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.32 CHF | 2.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,052 CHF | 54,302 CHF | 99.67% | 99.67% |
11/07/2024 | 0.43% | 2.20 CHF | 2.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,911 CHF | 58,161 CHF | 82.22% | 82.22% |
10/07/2024 | 0.46% | 2.26 CHF | 2.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,151 CHF | 54,401 CHF | 96.10% | 96.10% |
09/07/2024 | 0.45% | 2.15 CHF | 2.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,587 CHF | 55,837 CHF | 99.66% | 99.66% |
08/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,186 CHF | 57,436 CHF | 99.85% | 99.85% |
05/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,001 CHF | 56,251 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,703 CHF | 54,953 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 54,241 CHF | 54,491 CHF | 99.23% | 99.23% |
02/07/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 25,000 | 25,000 | 46,704 | 46,704 | 89,884 CHF | 90,351 CHF | 99.63% | 99.63% |