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 | 0.47% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,639 CHF | 107,138 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 49,984 | 105,756 CHF | 106,221 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,141 CHF | 107,641 CHF | 71.56% | 71.56% |
10/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,419 CHF | 105,919 CHF | 99.37% | 99.37% |
09/07/2024 | 0.46% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,760 CHF | 108,260 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,584 CHF | 114,084 CHF | 100.00% | 100.00% |
05/07/2024 | 0.43% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 49,996 | 50,000 | 115,678 CHF | 116,188 CHF | 99.99% | 99.99% |
04/07/2024 | 0.44% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,520 CHF | 115,020 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,944 CHF | 110,444 CHF | 99.99% | 99.99% |
02/07/2024 | 0.48% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,104 CHF | 105,604 CHF | 99.94% | 99.94% |