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 | 0.37% | 2.71 CHF | 2.72 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 67,588 CHF | 67,838 CHF | 99.99% | 99.99% |
12/07/2024 | 0.36% | 2.70 CHF | 2.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,253 CHF | 69,503 CHF | 99.68% | 99.68% |
11/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 69,987 CHF | 70,237 CHF | 99.41% | 99.41% |
10/07/2024 | 0.37% | 2.75 CHF | 2.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 68,210 CHF | 68,460 CHF | 96.11% | 96.11% |
09/07/2024 | 0.38% | 2.84 CHF | 2.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 66,037 CHF | 66,287 CHF | 99.67% | 99.67% |
08/07/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,129 CHF | 60,379 CHF | 99.85% | 99.85% |
05/07/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,919 CHF | 58,169 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,046 CHF | 62,296 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 2.45 CHF | 2.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,375 CHF | 63,625 CHF | 99.25% | 99.25% |
02/07/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,757 CHF | 74,007 CHF | 99.67% | 99.67% |