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 | 0.57% | 3.10 CHF | 3.12 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 64,060 CHF | 24,160 CHF | 92.98% | 92.98% |
12/07/2024 | 0.54% | 3.24 CHF | 3.26 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 65,457 CHF | 24,680 CHF | 99.01% | 99.01% |
11/07/2024 | 0.53% | 3.21 CHF | 3.23 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 63,936 CHF | 24,104 CHF | 97.35% | 97.35% |
10/07/2024 | 0.55% | 3.03 CHF | 3.04 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 59,941 CHF | 22,602 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 3.03 CHF | 3.04 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 59,958 CHF | 22,607 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 2.99 CHF | 3.01 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 59,631 CHF | 22,492 CHF | 99.80% | 99.80% |
05/07/2024 | 0.58% | 2.97 CHF | 2.98 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 59,125 CHF | 22,300 CHF | 98.81% | 98.81% |
04/07/2024 | 0.61% | 2.92 CHF | 2.94 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 58,030 CHF | 21,894 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 2.76 CHF | 2.78 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 55,313 CHF | 20,857 CHF | 99.73% | 99.73% |
02/07/2024 | 0.57% | 2.73 CHF | 2.75 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 54,336 CHF | 20,493 CHF | 100.00% | 100.00% |