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 | 0.37% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,452 CHF | 136,952 CHF | 99.99% | 99.99% |
12/07/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,811 CHF | 138,311 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.64 CHF | 2.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,617 CHF | 137,117 CHF | 71.55% | 71.55% |
10/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,029 CHF | 139,529 CHF | 99.38% | 99.38% |
09/07/2024 | 0.37% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,736 CHF | 137,236 CHF | 100.00% | 100.00% |
08/07/2024 | 0.38% | 2.67 CHF | 2.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,391 CHF | 130,891 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 2.43 CHF | 2.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,190 CHF | 129,690 CHF | 100.00% | 100.00% |
04/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,992 CHF | 131,492 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,214 CHF | 136,714 CHF | 99.99% | 99.99% |
02/07/2024 | 0.35% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,509 CHF | 142,009 CHF | 99.96% | 99.96% |