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% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,603 CHF | 107,103 CHF | 100.00% | 100.00% |
12/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,699 CHF | 109,199 CHF | 99.67% | 99.67% |
11/07/2024 | 0.47% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,371 CHF | 106,871 CHF | 86.34% | 86.34% |
10/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 102,487 CHF | 102,987 CHF | 96.12% | 96.12% |
09/07/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,627 CHF | 104,127 CHF | 99.67% | 99.67% |
08/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,621 CHF | 104,121 CHF | 99.85% | 99.85% |
05/07/2024 | 0.48% | 2.11 CHF | 2.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,492 CHF | 104,992 CHF | 100.00% | 100.00% |
04/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,445 CHF | 104,945 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,765 CHF | 108,265 CHF | 99.25% | 99.25% |
02/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,972 CHF | 107,472 CHF | 99.68% | 99.68% |