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 | 0.28% | 3.44 CHF | 3.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,182 CHF | 179,682 CHF | 100.00% | 100.00% |
12/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,604 CHF | 181,104 CHF | 100.00% | 100.00% |
11/07/2024 | 0.28% | 3.49 CHF | 3.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,424 CHF | 179,924 CHF | 71.57% | 71.57% |
10/07/2024 | 0.27% | 3.65 CHF | 3.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,956 CHF | 182,456 CHF | 99.38% | 99.38% |
09/07/2024 | 0.28% | 3.74 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,643 CHF | 180,143 CHF | 100.00% | 100.00% |
08/07/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,201 CHF | 173,701 CHF | 100.00% | 100.00% |
05/07/2024 | 0.29% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,102 CHF | 172,602 CHF | 99.99% | 99.99% |
04/07/2024 | 0.29% | 3.52 CHF | 3.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,016 CHF | 174,516 CHF | 100.00% | 100.00% |
03/07/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,344 CHF | 179,844 CHF | 99.99% | 99.99% |
02/07/2024 | 0.27% | 3.56 CHF | 3.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,700 CHF | 185,200 CHF | 99.93% | 99.93% |