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 | 0.30% | 3.35 CHF | 3.36 CHF | 50,000 | 50,000 | 48,239 | 48,239 | 161,798 CHF | 162,281 CHF | 99.99% | 99.99% |
12/07/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 162,262 CHF | 162,739 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 49,000 | 49,000 | 47,695 | 47,695 | 162,156 CHF | 162,633 CHF | 100.00% | 100.00% |
10/07/2024 | 0.30% | 3.33 CHF | 3.34 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 161,304 CHF | 161,791 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 162,768 CHF | 163,254 CHF | 100.00% | 100.00% |
08/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 161,352 CHF | 161,838 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 50,000 | 50,000 | 47,920 | 47,920 | 163,380 CHF | 163,859 CHF | 99.81% | 99.81% |
04/07/2024 | 0.29% | 3.50 CHF | 3.51 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 166,557 CHF | 167,035 CHF | 99.49% | 99.49% |
03/07/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 163,745 CHF | 164,224 CHF | 99.37% | 99.37% |
02/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 51,000 | 51,000 | 49,539 | 49,539 | 161,887 CHF | 162,382 CHF | 100.00% | 100.00% |