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 | 0.51% | 2.30 CHF | 2.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,446 CHF | 62,763 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 2.56 CHF | 2.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,118 CHF | 62,427 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.51 CHF | 2.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 62,885 CHF | 63,145 CHF | 100.00% | 100.00% |
10/07/2024 | 0.45% | 2.44 CHF | 2.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,238 CHF | 60,511 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 63,905 CHF | 64,159 CHF | 100.00% | 100.00% |
08/07/2024 | 0.43% | 2.35 CHF | 2.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,654 CHF | 58,904 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.25 CHF | 2.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,229 CHF | 58,489 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 59,514 CHF | 59,771 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,478 CHF | 58,728 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 2.29 CHF | 2.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 53,629 CHF | 53,889 CHF | 100.00% | 100.00% |