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 | 0.33% | 2.88 CHF | 2.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,606 CHF | 74,856 CHF | 100.00% | 100.00% |
12/07/2024 | 0.36% | 2.98 CHF | 2.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,281 CHF | 70,531 CHF | 99.67% | 99.67% |
11/07/2024 | 0.33% | 2.85 CHF | 2.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 74,690 CHF | 74,940 CHF | 99.34% | 99.34% |
10/07/2024 | 0.35% | 2.92 CHF | 2.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,329 CHF | 70,579 CHF | 96.08% | 96.08% |
09/07/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,897 CHF | 72,147 CHF | 99.65% | 99.65% |
08/07/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,582 CHF | 73,832 CHF | 99.84% | 99.84% |
05/07/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,325 CHF | 72,575 CHF | 100.00% | 100.00% |
04/07/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,858 CHF | 71,108 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 70,367 CHF | 70,617 CHF | 99.23% | 99.23% |
02/07/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,649 CHF | 63,899 CHF | 99.66% | 99.66% |