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 | 0.44% | 2.32 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,995 CHF | 113,495 CHF | 100.00% | 100.00% |
12/07/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,561 CHF | 115,061 CHF | 98.97% | 98.97% |
11/07/2024 | 0.43% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,726 CHF | 115,226 CHF | 99.85% | 99.85% |
10/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,975 CHF | 118,475 CHF | 99.83% | 99.83% |
09/07/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,982 CHF | 117,482 CHF | 100.00% | 100.00% |
08/07/2024 | 0.44% | 2.31 CHF | 2.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,524 CHF | 115,024 CHF | 100.00% | 100.00% |
05/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,326 CHF | 114,826 CHF | 100.00% | 100.00% |
04/07/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 109,204 CHF | 109,704 CHF | 100.00% | 100.00% |
03/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,626 CHF | 112,126 CHF | 99.51% | 99.51% |
02/07/2024 | 0.44% | 2.23 CHF | 2.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 113,479 CHF | 113,979 CHF | 100.00% | 100.00% |