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 | 0.49% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,329 CHF | 101,829 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,440 CHF | 100,940 CHF | 100.00% | 100.00% |
11/07/2024 | 0.49% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,813 CHF | 102,313 CHF | 71.56% | 71.56% |
10/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,087 CHF | 100,587 CHF | 99.38% | 99.38% |
09/07/2024 | 0.49% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,434 CHF | 102,934 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 2.11 CHF | 2.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,273 CHF | 108,773 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,377 CHF | 110,877 CHF | 99.99% | 99.99% |
04/07/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,181 CHF | 109,681 CHF | 100.00% | 100.00% |
03/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,607 CHF | 105,107 CHF | 99.99% | 99.99% |
02/07/2024 | 0.50% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,750 CHF | 100,250 CHF | 99.95% | 99.95% |