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 | 0.42% | 2.72 CHF | 2.73 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,098 CHF | 26,207 CHF | 99.53% | 99.53% |
12/07/2024 | 0.45% | 2.53 CHF | 2.54 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 25,649 CHF | 25,763 CHF | 99.58% | 99.58% |
11/07/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,566 CHF | 26,669 CHF | 99.52% | 99.52% |
10/07/2024 | 0.40% | 2.66 CHF | 2.67 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,461 CHF | 26,566 CHF | 99.55% | 99.55% |
09/07/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 27,358 CHF | 27,460 CHF | 99.49% | 99.49% |
08/07/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 26,036 CHF | 26,137 CHF | 99.49% | 99.49% |
05/07/2024 | 0.42% | 2.65 CHF | 2.66 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 25,785 CHF | 25,894 CHF | 99.50% | 99.50% |
04/07/2024 | 0.39% | 2.80 CHF | 2.81 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 28,131 CHF | 28,242 CHF | 99.52% | 99.52% |
03/07/2024 | 0.39% | 2.87 CHF | 2.88 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 28,721 CHF | 28,834 CHF | 99.58% | 99.58% |
02/07/2024 | 0.44% | 2.95 CHF | 2.97 CHF | 9,000 | 9,000 | 9,000 | 9,000 | 26,796 CHF | 26,913 CHF | 99.44% | 99.49% |