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 | 0.30% | 3.30 CHF | 3.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,305 CHF | 165,805 CHF | 100.00% | 100.00% |
12/07/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,924 CHF | 164,424 CHF | 98.39% | 98.39% |
11/07/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,392 CHF | 164,892 CHF | 93.87% | 93.87% |
10/07/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,993 CHF | 155,493 CHF | 99.80% | 99.80% |
09/07/2024 | 0.33% | 3.08 CHF | 3.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,171 CHF | 153,671 CHF | 100.00% | 100.00% |
08/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,559 CHF | 152,059 CHF | 98.99% | 98.99% |
05/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,024 CHF | 152,524 CHF | 99.62% | 99.62% |
04/07/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,975 CHF | 152,475 CHF | 98.15% | 98.15% |
03/07/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,300 CHF | 157,800 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,758 CHF | 161,258 CHF | 99.99% | 99.99% |