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 | 0.36% | 2.73 CHF | 2.74 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 131,871 CHF | 132,351 CHF | 99.99% | 99.99% |
12/07/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 131,570 CHF | 132,050 CHF | 100.00% | 100.00% |
11/07/2024 | 0.36% | 2.72 CHF | 2.73 CHF | 48,000 | 48,000 | 47,975 | 47,975 | 131,464 CHF | 131,944 CHF | 99.98% | 99.98% |
10/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 48,000 | 48,000 | 48,162 | 48,162 | 130,115 CHF | 130,596 CHF | 100.00% | 100.00% |
09/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 48,000 | 48,000 | 48,400 | 48,400 | 130,218 CHF | 130,702 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 48,000 | 48,000 | 48,171 | 48,171 | 130,386 CHF | 130,867 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 48,000 | 48,000 | 48,276 | 48,276 | 129,867 CHF | 130,350 CHF | 100.00% | 100.00% |
04/07/2024 | 0.37% | 2.71 CHF | 2.72 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 129,845 CHF | 130,325 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 48,000 | 48,000 | 49,534 | 49,534 | 132,313 CHF | 132,808 CHF | 100.00% | 100.00% |
02/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 136,349 CHF | 136,869 CHF | 99.99% | 99.99% |