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 | 0.31% | 3.14 CHF | 3.15 CHF | 50,000 | 50,000 | 49,030 | 49,030 | 156,398 CHF | 156,888 CHF | 99.99% | 99.99% |
12/07/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 156,181 CHF | 156,671 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 49,000 | 49,000 | 49,821 | 49,821 | 153,687 CHF | 154,185 CHF | 100.00% | 100.00% |
10/07/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 50,000 | 50,000 | 50,098 | 50,098 | 151,031 CHF | 151,532 CHF | 100.00% | 100.00% |
09/07/2024 | 0.32% | 3.08 CHF | 3.09 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 155,121 CHF | 155,616 CHF | 99.77% | 99.77% |
08/07/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 50,000 | 50,000 | 49,672 | 49,672 | 155,262 CHF | 155,759 CHF | 99.28% | 99.28% |
05/07/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 50,000 | 50,000 | 49,941 | 49,941 | 155,136 CHF | 155,636 CHF | 99.99% | 99.99% |
04/07/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 49,000 | 49,000 | 49,994 | 49,994 | 155,199 CHF | 155,699 CHF | 99.54% | 99.54% |
03/07/2024 | 0.32% | 3.01 CHF | 3.02 CHF | 50,000 | 50,000 | 49,706 | 49,706 | 154,126 CHF | 154,623 CHF | 100.00% | 100.00% |
02/07/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 50,000 | 50,000 | 50,353 | 50,353 | 151,176 CHF | 151,680 CHF | 99.99% | 99.99% |