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 | 0.66% | 2.06 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,001 CHF | 106,708 CHF | 97.10% | 97.10% |
12/07/2024 | 0.64% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,627 CHF | 105,304 CHF | 99.01% | 99.01% |
11/07/2024 | 0.70% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,467 CHF | 105,197 CHF | 99.09% | 99.09% |
10/07/2024 | 0.65% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,273 CHF | 101,936 CHF | 100.00% | 100.00% |
09/07/2024 | 0.65% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,290 CHF | 102,956 CHF | 99.99% | 99.99% |
08/07/2024 | 0.62% | 2.07 CHF | 2.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,822 CHF | 105,476 CHF | 100.00% | 100.00% |
05/07/2024 | 0.65% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,178 CHF | 105,867 CHF | 98.72% | 98.72% |
04/07/2024 | 0.64% | 2.22 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,296 CHF | 111,000 CHF | 100.00% | 100.00% |
03/07/2024 | 0.64% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,899 CHF | 108,587 CHF | 99.73% | 99.73% |
02/07/2024 | 0.69% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,103 CHF | 106,833 CHF | 100.00% | 100.00% |