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 | 0.30% | 3.24 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,232 CHF | 169,732 CHF | 100.00% | 100.00% |
12/07/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,644 CHF | 171,144 CHF | 100.00% | 100.00% |
11/07/2024 | 0.29% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,462 CHF | 169,962 CHF | 71.56% | 71.56% |
10/07/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,967 CHF | 172,467 CHF | 99.38% | 99.38% |
09/07/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,657 CHF | 170,157 CHF | 100.00% | 100.00% |
08/07/2024 | 0.31% | 3.33 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,236 CHF | 163,736 CHF | 100.00% | 100.00% |
05/07/2024 | 0.31% | 3.09 CHF | 3.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,120 CHF | 162,620 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,003 CHF | 164,503 CHF | 100.00% | 100.00% |
03/07/2024 | 0.29% | 3.37 CHF | 3.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,305 CHF | 169,805 CHF | 99.99% | 99.99% |
02/07/2024 | 0.29% | 3.36 CHF | 3.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,650 CHF | 175,150 CHF | 99.95% | 99.95% |