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 | 0.48% | 2.13 CHF | 2.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,303 CHF | 52,553 CHF | 99.06% | 99.06% |
12/07/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 51,843 CHF | 52,093 CHF | 98.81% | 98.81% |
11/07/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,947 CHF | 53,197 CHF | 98.40% | 98.40% |
10/07/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,280 CHF | 53,530 CHF | 95.14% | 95.14% |
09/07/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 52,226 CHF | 52,476 CHF | 98.70% | 98.70% |
08/07/2024 | 0.50% | 2.09 CHF | 2.10 CHF | 25,000 | 25,000 | 44,221 | 44,221 | 88,140 CHF | 88,582 CHF | 98.57% | 98.57% |
05/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 25,000 | 25,000 | 28,948 | 28,948 | 57,868 CHF | 58,157 CHF | 99.17% | 99.17% |
04/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 50,185 CHF | 50,435 CHF | 99.18% | 99.18% |
03/07/2024 | 0.50% | 2.02 CHF | 2.03 CHF | 25,000 | 25,000 | 44,885 | 44,885 | 89,144 CHF | 89,592 CHF | 98.45% | 98.45% |
02/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 25,000 | 25,000 | 45,409 | 45,409 | 89,227 CHF | 89,682 CHF | 98.82% | 98.82% |