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 | 0.56% | 2.92 CHF | 2.94 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 60,502 CHF | 22,815 CHF | 92.98% | 92.98% |
12/07/2024 | 0.57% | 3.06 CHF | 3.08 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 61,878 CHF | 23,337 CHF | 99.01% | 99.01% |
11/07/2024 | 0.56% | 3.03 CHF | 3.05 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 60,465 CHF | 22,802 CHF | 97.12% | 97.12% |
10/07/2024 | 0.61% | 2.85 CHF | 2.87 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 56,413 CHF | 21,284 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 2.85 CHF | 2.87 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 56,432 CHF | 21,293 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 2.82 CHF | 2.83 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 56,137 CHF | 21,176 CHF | 99.77% | 99.77% |
05/07/2024 | 0.56% | 2.79 CHF | 2.81 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 55,627 CHF | 20,977 CHF | 98.81% | 98.81% |
04/07/2024 | 0.61% | 2.75 CHF | 2.77 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 54,564 CHF | 20,586 CHF | 100.00% | 100.00% |
03/07/2024 | 0.64% | 2.59 CHF | 2.61 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 51,836 CHF | 19,564 CHF | 99.73% | 99.73% |
02/07/2024 | 0.62% | 2.56 CHF | 2.57 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 50,872 CHF | 19,195 CHF | 100.00% | 100.00% |