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% | 2.32 CHF | 2.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,319 CHF | 58,569 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,092 CHF | 58,342 CHF | 98.41% | 98.41% |
11/07/2024 | 0.44% | 2.32 CHF | 2.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,656 CHF | 56,906 CHF | 99.88% | 99.88% |
10/07/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,401 CHF | 57,651 CHF | 99.78% | 99.78% |
09/07/2024 | 0.41% | 2.32 CHF | 2.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,258 CHF | 60,508 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,652 CHF | 59,902 CHF | 98.98% | 98.98% |
05/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,974 CHF | 60,224 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,535 CHF | 57,785 CHF | 98.16% | 98.16% |
03/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 25,000 | 25,000 | 25,490 | 25,490 | 57,318 CHF | 57,573 CHF | 99.98% | 99.98% |
02/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,235 CHF | 93,735 CHF | 100.00% | 100.00% |