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 | 0.43% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,511 CHF | 116,011 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,846 CHF | 117,346 CHF | 100.00% | 100.00% |
11/07/2024 | 0.43% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,640 CHF | 116,140 CHF | 71.57% | 71.57% |
10/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,005 CHF | 118,505 CHF | 99.38% | 99.38% |
09/07/2024 | 0.43% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,713 CHF | 116,213 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,423 CHF | 109,923 CHF | 99.99% | 99.99% |
05/07/2024 | 0.46% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,153 CHF | 108,653 CHF | 99.99% | 99.99% |
04/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,920 CHF | 110,420 CHF | 100.00% | 100.00% |
03/07/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,099 CHF | 115,599 CHF | 99.99% | 99.99% |
02/07/2024 | 0.41% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,358 CHF | 120,858 CHF | 99.95% | 99.95% |