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 | 0.50% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 100,620 CHF | 101,116 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 104,810 CHF | 105,306 CHF | 100.00% | 100.00% |
11/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 107,180 CHF | 107,676 CHF | 99.97% | 99.97% |
10/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 49,518 | 49,518 | 110,001 CHF | 110,497 CHF | 97.26% | 100.00% |
09/07/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 111,049 CHF | 111,542 CHF | 100.00% | 100.00% |
08/07/2024 | 0.45% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 111,709 CHF | 112,205 CHF | 100.00% | 100.00% |
05/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 110,383 CHF | 110,879 CHF | 99.77% | 99.77% |
04/07/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 113,953 CHF | 114,448 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 120,109 CHF | 120,605 CHF | 99.87% | 99.87% |
02/07/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 49,527 | 49,525 | 124,512 CHF | 125,002 CHF | 98.77% | 98.77% |