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% | 3.24 CHF | 3.25 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 162,288 CHF | 162,784 CHF | 99.83% | 99.83% |
12/07/2024 | 0.32% | 3.27 CHF | 3.28 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 158,358 CHF | 158,853 CHF | 100.00% | 100.00% |
11/07/2024 | 0.32% | 3.16 CHF | 3.17 CHF | 50,000 | 50,000 | 49,527 | 49,527 | 155,938 CHF | 156,433 CHF | 99.11% | 99.11% |
10/07/2024 | 0.33% | 3.12 CHF | 3.13 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 153,154 CHF | 153,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.33% | 3.07 CHF | 3.08 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 152,274 CHF | 152,769 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 151,594 CHF | 152,090 CHF | 100.00% | 100.00% |
05/07/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 50,000 | 50,000 | 49,531 | 49,529 | 153,117 CHF | 153,609 CHF | 99.77% | 99.77% |
04/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 149,674 CHF | 150,170 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.95 CHF | 2.96 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 143,532 CHF | 144,027 CHF | 99.88% | 99.88% |
02/07/2024 | 0.36% | 2.88 CHF | 2.89 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 139,161 CHF | 139,657 CHF | 99.70% | 99.70% |