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 | 0.41% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 121,024 CHF | 121,520 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 120,660 CHF | 121,156 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 122,204 CHF | 122,700 CHF | 100.00% | 100.00% |
10/07/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 127,133 CHF | 127,629 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 50,000 | 50,000 | 49,529 | 49,527 | 124,649 CHF | 125,141 CHF | 99.55% | 99.55% |
08/07/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 50,000 | 50,000 | 49,534 | 49,534 | 128,551 CHF | 129,047 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 50,000 | 50,000 | 49,530 | 49,529 | 128,774 CHF | 129,267 CHF | 99.88% | 99.88% |
04/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 130,194 CHF | 130,690 CHF | 100.00% | 100.00% |
03/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 131,287 CHF | 131,782 CHF | 100.00% | 100.00% |
02/07/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 50,000 | 50,000 | 49,531 | 49,528 | 139,830 CHF | 140,319 CHF | 99.49% | 99.49% |