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 | 0.25% | 3.97 CHF | 3.98 CHF | 50,000 | 50,000 | 49,029 | 49,029 | 197,129 CHF | 197,619 CHF | 100.00% | 100.00% |
12/07/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 196,886 CHF | 197,376 CHF | 100.00% | 100.00% |
11/07/2024 | 0.26% | 4.00 CHF | 4.01 CHF | 49,000 | 49,000 | 49,821 | 49,821 | 195,094 CHF | 195,592 CHF | 99.99% | 99.99% |
10/07/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 50,000 | 50,000 | 50,097 | 50,097 | 192,599 CHF | 193,100 CHF | 100.00% | 100.00% |
09/07/2024 | 0.25% | 3.91 CHF | 3.92 CHF | 50,000 | 50,000 | 49,524 | 49,524 | 196,254 CHF | 196,749 CHF | 99.74% | 99.74% |
08/07/2024 | 0.25% | 3.94 CHF | 3.95 CHF | 50,000 | 50,000 | 49,672 | 49,672 | 196,505 CHF | 197,002 CHF | 99.32% | 99.32% |
05/07/2024 | 0.25% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 49,941 | 49,941 | 196,593 CHF | 197,093 CHF | 99.99% | 99.99% |
04/07/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 49,000 | 49,000 | 49,994 | 49,994 | 196,704 CHF | 197,204 CHF | 99.63% | 99.63% |
03/07/2024 | 0.25% | 3.84 CHF | 3.85 CHF | 50,000 | 50,000 | 49,706 | 49,706 | 195,347 CHF | 195,844 CHF | 99.99% | 99.99% |
02/07/2024 | 0.26% | 3.90 CHF | 3.91 CHF | 50,000 | 50,000 | 50,354 | 50,354 | 192,956 CHF | 193,459 CHF | 99.99% | 99.99% |