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 | 0.39% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,350 CHF | 127,850 CHF | 99.99% | 99.99% |
12/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,712 CHF | 129,212 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,507 CHF | 128,007 CHF | 71.53% | 71.53% |
10/07/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,908 CHF | 130,408 CHF | 99.38% | 99.38% |
09/07/2024 | 0.39% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,596 CHF | 128,096 CHF | 99.99% | 99.99% |
08/07/2024 | 0.41% | 2.49 CHF | 2.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,277 CHF | 121,777 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,046 CHF | 120,546 CHF | 100.00% | 100.00% |
04/07/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,846 CHF | 122,346 CHF | 100.00% | 100.00% |
03/07/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,049 CHF | 127,549 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,331 CHF | 132,831 CHF | 99.93% | 99.93% |