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 | 0.26% | 3.73 CHF | 3.74 CHF | 50,000 | 50,000 | 49,029 | 49,029 | 185,318 CHF | 185,808 CHF | 99.99% | 99.99% |
12/07/2024 | 0.26% | 3.83 CHF | 3.84 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 185,082 CHF | 185,572 CHF | 100.00% | 100.00% |
11/07/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 49,000 | 49,000 | 49,822 | 49,822 | 183,045 CHF | 183,544 CHF | 99.99% | 99.99% |
10/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 50,000 | 50,000 | 50,097 | 50,097 | 180,519 CHF | 181,020 CHF | 100.00% | 100.00% |
09/07/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 184,254 CHF | 184,750 CHF | 99.73% | 99.73% |
08/07/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 50,000 | 50,000 | 49,672 | 49,672 | 184,536 CHF | 185,033 CHF | 99.30% | 99.30% |
05/07/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 50,000 | 50,000 | 49,941 | 49,941 | 184,559 CHF | 185,058 CHF | 100.00% | 100.00% |
04/07/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 49,000 | 49,000 | 49,994 | 49,994 | 184,598 CHF | 185,098 CHF | 99.61% | 99.61% |
03/07/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 50,000 | 50,000 | 49,706 | 49,706 | 183,368 CHF | 183,865 CHF | 99.99% | 99.99% |
02/07/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 50,000 | 50,000 | 50,353 | 50,353 | 180,789 CHF | 181,293 CHF | 99.98% | 99.98% |