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 | 0.43% | 2.34 CHF | 2.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 46,822 CHF | 47,022 CHF | 99.39% | 99.39% |
12/07/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 46,016 CHF | 46,216 CHF | 99.09% | 99.09% |
11/07/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 46,418 CHF | 46,618 CHF | 85.73% | 85.73% |
10/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 44,365 CHF | 44,565 CHF | 95.48% | 95.48% |
09/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 44,033 CHF | 44,233 CHF | 99.05% | 99.05% |
08/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 42,184 CHF | 42,384 CHF | 99.24% | 99.24% |
05/07/2024 | 0.52% | 1.86 CHF | 1.87 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,698 CHF | 38,898 CHF | 99.39% | 99.39% |
04/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,976 CHF | 39,176 CHF | 99.39% | 99.39% |
03/07/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,085 CHF | 38,285 CHF | 98.64% | 98.64% |
02/07/2024 | 0.52% | 2.00 CHF | 2.01 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 38,485 CHF | 38,685 CHF | 99.03% | 99.03% |