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 | 0.47% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,390 CHF | 106,890 CHF | 99.99% | 99.99% |
12/07/2024 | 0.46% | 2.11 CHF | 2.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,723 CHF | 108,223 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 2.03 CHF | 2.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,513 CHF | 107,013 CHF | 71.55% | 71.55% |
10/07/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,863 CHF | 109,363 CHF | 99.38% | 99.38% |
09/07/2024 | 0.47% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,542 CHF | 107,042 CHF | 99.99% | 99.99% |
08/07/2024 | 0.50% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,278 CHF | 100,778 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 1.83 CHF | 1.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,993 CHF | 99,493 CHF | 100.00% | 100.00% |
04/07/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,744 CHF | 101,244 CHF | 100.00% | 100.00% |
03/07/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,892 CHF | 106,392 CHF | 100.00% | 100.00% |
02/07/2024 | 0.45% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,141 CHF | 111,641 CHF | 99.96% | 99.96% |