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 | 0.44% | 2.34 CHF | 2.35 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 67,952 CHF | 45,502 CHF | 97.10% | 97.10% |
12/07/2024 | 0.45% | 2.30 CHF | 2.31 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 67,273 CHF | 22,524 CHF | 99.01% | 99.01% |
11/07/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 66,721 CHF | 44,680 CHF | 99.08% | 99.08% |
10/07/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 68,650 CHF | 45,967 CHF | 100.00% | 100.00% |
09/07/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 66,884 CHF | 44,789 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 2.26 CHF | 2.27 CHF | 30,000 | 10,000 | 30,000 | 10,000 | 65,634 CHF | 21,978 CHF | 99.97% | 99.97% |
05/07/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 64,861 CHF | 43,441 CHF | 98.86% | 98.86% |
04/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 68,010 CHF | 45,540 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 72,103 CHF | 48,268 CHF | 82.74% | 82.74% |
02/07/2024 | 0.39% | 2.46 CHF | 2.47 CHF | 30,000 | 20,000 | 22,014 | 20,000 | 55,732 CHF | 50,945 CHF | 99.85% | 99.85% |