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 | 0.26% | 3.67 CHF | 3.68 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 188,663 CHF | 189,158 CHF | 99.93% | 99.93% |
12/07/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 190,014 CHF | 190,505 CHF | 100.00% | 100.00% |
11/07/2024 | 0.26% | 3.72 CHF | 3.73 CHF | 50,000 | 50,000 | 49,533 | 49,533 | 190,517 CHF | 191,013 CHF | 99.67% | 99.67% |
10/07/2024 | 0.26% | 3.88 CHF | 3.89 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 191,554 CHF | 192,050 CHF | 100.00% | 100.00% |
09/07/2024 | 0.26% | 3.97 CHF | 3.98 CHF | 50,000 | 50,000 | 49,533 | 49,533 | 189,156 CHF | 189,652 CHF | 100.00% | 100.00% |
08/07/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 182,804 CHF | 183,300 CHF | 100.00% | 100.00% |
05/07/2024 | 0.28% | 3.51 CHF | 3.52 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 181,787 CHF | 182,282 CHF | 99.97% | 99.97% |
04/07/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 183,671 CHF | 184,167 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 189,041 CHF | 189,537 CHF | 99.87% | 99.87% |
02/07/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 194,402 CHF | 194,898 CHF | 99.92% | 99.92% |