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% | 3.40 CHF | 3.41 CHF | 50,000 | 50,000 | 48,238 | 48,238 | 164,371 CHF | 164,853 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.47 CHF | 3.48 CHF | 49,000 | 49,000 | 47,736 | 47,736 | 164,879 CHF | 165,357 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 49,000 | 49,000 | 47,695 | 47,695 | 164,812 CHF | 165,289 CHF | 99.99% | 99.99% |
10/07/2024 | 0.30% | 3.39 CHF | 3.40 CHF | 50,000 | 50,000 | 48,768 | 48,768 | 163,936 CHF | 164,424 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 50,000 | 50,000 | 48,622 | 48,622 | 165,396 CHF | 165,882 CHF | 99.99% | 99.99% |
08/07/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 50,000 | 50,000 | 48,697 | 48,697 | 163,927 CHF | 164,414 CHF | 99.99% | 99.99% |
05/07/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 50,000 | 50,000 | 47,920 | 47,920 | 165,984 CHF | 166,463 CHF | 99.82% | 99.82% |
04/07/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 49,000 | 49,000 | 47,717 | 47,717 | 169,191 CHF | 169,668 CHF | 99.50% | 99.50% |
03/07/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 49,000 | 49,000 | 47,902 | 47,902 | 166,412 CHF | 166,891 CHF | 99.36% | 99.36% |
02/07/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 51,000 | 51,000 | 49,538 | 49,538 | 164,549 CHF | 165,044 CHF | 99.99% | 99.99% |