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% | 3.66 CHF | 3.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 190,177 CHF | 190,677 CHF | 100.00% | 100.00% |
12/07/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 191,610 CHF | 192,110 CHF | 100.00% | 100.00% |
11/07/2024 | 0.26% | 3.71 CHF | 3.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 190,433 CHF | 190,933 CHF | 71.56% | 71.56% |
10/07/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 192,993 CHF | 193,493 CHF | 99.38% | 99.38% |
09/07/2024 | 0.26% | 3.96 CHF | 3.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 190,682 CHF | 191,182 CHF | 100.00% | 100.00% |
08/07/2024 | 0.27% | 3.75 CHF | 3.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,209 CHF | 184,709 CHF | 100.00% | 100.00% |
05/07/2024 | 0.27% | 3.51 CHF | 3.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,152 CHF | 183,652 CHF | 100.00% | 100.00% |
04/07/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 185,079 CHF | 185,579 CHF | 100.00% | 100.00% |
03/07/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 190,443 CHF | 190,943 CHF | 100.00% | 100.00% |
02/07/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 195,815 CHF | 196,315 CHF | 99.95% | 99.95% |