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 | 0.38% | 2.68 CHF | 2.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,161 CHF | 131,661 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,086 CHF | 132,586 CHF | 99.01% | 99.01% |
11/07/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,054 CHF | 136,554 CHF | 99.67% | 99.67% |
10/07/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,809 CHF | 142,309 CHF | 99.84% | 99.84% |
09/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,087 CHF | 141,587 CHF | 100.00% | 100.00% |
08/07/2024 | 0.35% | 2.83 CHF | 2.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,006 CHF | 141,506 CHF | 100.00% | 100.00% |
05/07/2024 | 0.36% | 2.82 CHF | 2.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,579 CHF | 139,079 CHF | 100.00% | 100.00% |
04/07/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,102 CHF | 140,602 CHF | 100.00% | 100.00% |
03/07/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,773 CHF | 142,273 CHF | 99.51% | 99.51% |
02/07/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,244 CHF | 147,744 CHF | 99.90% | 99.90% |