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 | 0.39% | 2.58 CHF | 2.59 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 102,621 CHF | 103,025 CHF | 99.50% | 99.50% |
12/07/2024 | 0.39% | 2.63 CHF | 2.64 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 102,462 CHF | 102,862 CHF | 99.50% | 99.50% |
11/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,960 CHF | 99,360 CHF | 99.55% | 99.55% |
10/07/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 94,032 CHF | 94,432 CHF | 99.56% | 99.56% |
09/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 96,817 CHF | 97,217 CHF | 99.59% | 99.59% |
08/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,593 CHF | 98,993 CHF | 99.50% | 99.50% |
05/07/2024 | 0.39% | 2.46 CHF | 2.47 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 101,851 CHF | 102,251 CHF | 99.50% | 99.50% |
04/07/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 100,954 CHF | 101,354 CHF | 99.53% | 99.59% |
03/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 98,358 CHF | 98,758 CHF | 99.51% | 99.51% |
02/07/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,326 CHF | 92,726 CHF | 99.53% | 99.53% |