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% | 2.86 CHF | 2.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,525 CHF | 136,025 CHF | 100.00% | 100.00% |
12/07/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 134,663 CHF | 135,161 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.81 CHF | 2.82 CHF | 50,000 | 50,000 | 49,998 | 49,999 | 136,031 CHF | 136,535 CHF | 71.56% | 71.56% |
10/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,385 CHF | 134,885 CHF | 99.37% | 99.37% |
09/07/2024 | 0.37% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 136,716 CHF | 137,212 CHF | 99.99% | 99.99% |
08/07/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,460 CHF | 142,959 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 3.05 CHF | 3.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,629 CHF | 145,129 CHF | 99.99% | 99.99% |
04/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,524 CHF | 144,024 CHF | 100.00% | 100.00% |
03/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 49,972 | 50,000 | 138,946 CHF | 139,524 CHF | 99.99% | 99.99% |
02/07/2024 | 0.37% | 2.81 CHF | 2.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,201 CHF | 134,701 CHF | 99.96% | 99.96% |