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 | 0.37% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,339 CHF | 133,839 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,538 CHF | 133,038 CHF | 98.98% | 98.98% |
11/07/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,604 CHF | 129,104 CHF | 99.85% | 99.85% |
10/07/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,927 CHF | 123,427 CHF | 99.84% | 99.84% |
09/07/2024 | 0.40% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,767 CHF | 124,267 CHF | 99.96% | 99.96% |
08/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,828 CHF | 124,328 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 126,319 CHF | 126,819 CHF | 100.00% | 100.00% |
04/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,965 CHF | 125,465 CHF | 100.00% | 100.00% |
03/07/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,317 CHF | 123,817 CHF | 99.23% | 99.23% |
02/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,905 CHF | 118,405 CHF | 100.00% | 100.00% |