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 | 0.45% | 2.13 CHF | 2.14 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 44,695 CHF | 44,895 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 45,976 CHF | 46,176 CHF | 98.98% | 98.98% |
11/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 44,660 CHF | 44,860 CHF | 99.79% | 99.79% |
10/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 40,557 CHF | 40,757 CHF | 99.84% | 99.84% |
09/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 20,000 | 20,000 | 19,996 | 20,000 | 40,575 CHF | 40,782 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 20,000 | 20,000 | 20,000 | 19,996 | 40,289 CHF | 40,481 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 20,000 | 20,000 | 19,997 | 20,000 | 39,771 CHF | 39,976 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 1.96 CHF | 1.97 CHF | 20,000 | 20,000 | 19,998 | 20,000 | 38,739 CHF | 38,944 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 36,023 CHF | 36,222 CHF | 99.50% | 99.50% |
02/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 35,049 CHF | 35,249 CHF | 99.90% | 99.90% |