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% | 3.18 CHF | 3.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 31,804 CHF | 31,967 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 3.19 CHF | 3.20 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 32,361 CHF | 32,524 CHF | 100.00% | 100.00% |
11/07/2024 | 0.51% | 3.12 CHF | 3.14 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 32,021 CHF | 32,186 CHF | 100.00% | 100.00% |
10/07/2024 | 0.50% | 3.21 CHF | 3.23 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 31,990 CHF | 32,150 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 3.20 CHF | 3.22 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 31,981 CHF | 32,147 CHF | 100.00% | 100.00% |
08/07/2024 | 0.55% | 3.25 CHF | 3.27 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 32,621 CHF | 32,799 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 3.44 CHF | 3.46 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 36,416 CHF | 36,610 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 3.85 CHF | 3.87 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 37,211 CHF | 37,390 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 3.43 CHF | 3.45 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 34,887 CHF | 35,071 CHF | 100.00% | 100.00% |
02/07/2024 | 0.46% | 3.56 CHF | 3.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 36,356 CHF | 36,525 CHF | 99.70% | 99.70% |