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 | 0.34% | 2.82 CHF | 2.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,288 CHF | 148,788 CHF | 100.00% | 100.00% |
12/07/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,676 CHF | 150,176 CHF | 99.99% | 99.99% |
11/07/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,484 CHF | 148,984 CHF | 71.55% | 71.55% |
10/07/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,934 CHF | 151,434 CHF | 99.38% | 99.38% |
09/07/2024 | 0.34% | 3.12 CHF | 3.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,624 CHF | 149,124 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,253 CHF | 142,753 CHF | 100.00% | 100.00% |
05/07/2024 | 0.35% | 2.67 CHF | 2.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,077 CHF | 141,577 CHF | 100.00% | 100.00% |
04/07/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,928 CHF | 143,428 CHF | 100.00% | 100.00% |
03/07/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,175 CHF | 148,675 CHF | 99.99% | 99.99% |
02/07/2024 | 0.33% | 2.94 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,480 CHF | 153,980 CHF | 99.95% | 99.95% |