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 | 0.45% | 2.26 CHF | 2.27 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 66,175 CHF | 66,475 CHF | 100.00% | 100.00% |
12/07/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 66,535 CHF | 66,835 CHF | 100.00% | 100.00% |
11/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 57,047 CHF | 57,297 CHF | 100.00% | 100.00% |
10/07/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,772 CHF | 59,022 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,937 CHF | 59,187 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 2.34 CHF | 2.35 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 67,206 CHF | 67,506 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 66,927 CHF | 67,227 CHF | 100.00% | 100.00% |
04/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 55,928 CHF | 56,178 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 58,466 CHF | 58,716 CHF | 100.00% | 100.00% |
02/07/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 60,573 CHF | 60,823 CHF | 100.00% | 100.00% |