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 | 0.29% | 3.36 CHF | 3.37 CHF | 50,000 | 50,000 | 49,029 | 49,029 | 167,438 CHF | 167,929 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 167,230 CHF | 167,720 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 49,000 | 49,000 | 49,822 | 49,822 | 164,971 CHF | 165,470 CHF | 99.98% | 99.98% |
10/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 50,000 | 50,000 | 50,097 | 50,097 | 162,268 CHF | 162,769 CHF | 100.00% | 100.00% |
09/07/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 50,000 | 50,000 | 49,524 | 49,524 | 166,259 CHF | 166,754 CHF | 99.75% | 99.75% |
08/07/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 50,000 | 50,000 | 49,672 | 49,672 | 166,476 CHF | 166,973 CHF | 99.28% | 99.28% |
05/07/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 49,941 | 49,941 | 166,360 CHF | 166,860 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 49,000 | 49,000 | 49,994 | 49,994 | 166,441 CHF | 166,941 CHF | 99.61% | 99.61% |
03/07/2024 | 0.30% | 3.24 CHF | 3.25 CHF | 50,000 | 50,000 | 49,706 | 49,706 | 165,323 CHF | 165,820 CHF | 99.99% | 99.99% |
02/07/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 50,353 | 50,353 | 162,534 CHF | 163,037 CHF | 99.99% | 99.99% |