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 | 0.32% | 3.02 CHF | 3.03 CHF | 50,000 | 50,000 | 49,029 | 49,029 | 150,909 CHF | 151,399 CHF | 99.98% | 99.98% |
12/07/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 150,689 CHF | 151,179 CHF | 100.00% | 100.00% |
11/07/2024 | 0.34% | 3.06 CHF | 3.07 CHF | 49,000 | 49,000 | 49,822 | 49,822 | 148,086 CHF | 148,585 CHF | 99.97% | 99.97% |
10/07/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 50,000 | 50,000 | 50,097 | 50,097 | 145,333 CHF | 145,834 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 50,000 | 50,000 | 49,524 | 49,524 | 149,541 CHF | 150,036 CHF | 99.73% | 99.73% |
08/07/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 50,000 | 50,000 | 49,672 | 49,672 | 149,665 CHF | 150,161 CHF | 99.28% | 99.28% |
05/07/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 50,000 | 50,000 | 49,941 | 49,941 | 149,505 CHF | 150,004 CHF | 100.00% | 100.00% |
04/07/2024 | 0.33% | 3.04 CHF | 3.05 CHF | 49,000 | 49,000 | 49,994 | 49,994 | 149,553 CHF | 150,053 CHF | 99.62% | 99.62% |
03/07/2024 | 0.33% | 2.90 CHF | 2.91 CHF | 50,000 | 50,000 | 49,706 | 49,706 | 148,529 CHF | 149,027 CHF | 99.99% | 99.99% |
02/07/2024 | 0.35% | 2.96 CHF | 2.97 CHF | 50,000 | 50,000 | 50,353 | 50,353 | 145,497 CHF | 146,000 CHF | 100.00% | 100.00% |