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% | 2.12 CHF | 2.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,861 CHF | 106,361 CHF | 100.00% | 100.00% |
12/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,453 CHF | 104,953 CHF | 98.39% | 98.39% |
11/07/2024 | 0.48% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,934 CHF | 105,434 CHF | 90.31% | 90.31% |
10/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,534 CHF | 96,034 CHF | 99.80% | 99.80% |
09/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,742 CHF | 94,242 CHF | 100.00% | 100.00% |
08/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,113 CHF | 92,613 CHF | 98.98% | 98.98% |
05/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,552 CHF | 93,052 CHF | 99.62% | 99.62% |
04/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,495 CHF | 92,995 CHF | 98.15% | 98.15% |
03/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,835 CHF | 98,335 CHF | 100.00% | 100.00% |
02/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,275 CHF | 101,775 CHF | 100.00% | 100.00% |