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 | 0.50% | 3.15 CHF | 3.16 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 64,974 CHF | 24,488 CHF | 92.78% | 92.78% |
12/07/2024 | 0.54% | 3.29 CHF | 3.31 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 66,336 CHF | 25,011 CHF | 99.01% | 99.01% |
11/07/2024 | 0.51% | 3.26 CHF | 3.27 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 64,932 CHF | 24,475 CHF | 97.34% | 97.34% |
10/07/2024 | 0.56% | 3.07 CHF | 3.09 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 60,871 CHF | 22,955 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 3.07 CHF | 3.09 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 60,868 CHF | 22,957 CHF | 100.00% | 100.00% |
08/07/2024 | 0.52% | 3.04 CHF | 3.05 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 60,592 CHF | 22,840 CHF | 99.80% | 99.80% |
05/07/2024 | 0.56% | 3.01 CHF | 3.03 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 60,067 CHF | 22,651 CHF | 98.81% | 98.81% |
04/07/2024 | 0.55% | 2.97 CHF | 2.99 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 59,016 CHF | 22,254 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 2.81 CHF | 2.83 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 56,289 CHF | 21,225 CHF | 99.73% | 99.73% |
02/07/2024 | 0.61% | 2.78 CHF | 2.80 CHF | 20,000 | 7,500 | 20,000 | 7,500 | 55,312 CHF | 20,868 CHF | 100.00% | 100.00% |