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 | 0.12% | 2.34 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,441 CHF | 61,516 CHF | 96.86% | 96.86% |
12/07/2024 | 0.13% | 2.45 CHF | 2.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,556 CHF | 56,631 CHF | 93.85% | 93.85% |
11/07/2024 | 0.12% | 2.31 CHF | 2.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 61,457 CHF | 61,532 CHF | 96.15% | 96.15% |
10/07/2024 | 0.13% | 2.38 CHF | 2.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,448 CHF | 56,523 CHF | 96.72% | 96.72% |
09/07/2024 | 0.13% | 2.24 CHF | 2.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,257 CHF | 58,332 CHF | 98.88% | 98.88% |
08/07/2024 | 0.12% | 2.36 CHF | 2.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,092 CHF | 60,167 CHF | 96.03% | 96.03% |
05/07/2024 | 0.13% | 2.32 CHF | 2.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,814 CHF | 58,889 CHF | 98.95% | 98.95% |
04/07/2024 | 0.13% | 2.25 CHF | 2.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,102 CHF | 57,177 CHF | 99.17% | 99.17% |
03/07/2024 | 0.13% | 2.27 CHF | 2.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 56,432 CHF | 56,507 CHF | 92.23% | 92.23% |
02/07/2024 | 0.15% | 2.05 CHF | 2.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 48,977 CHF | 49,052 CHF | 99.95% | 99.95% |