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 | 0.34% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,403 CHF | 146,903 CHF | 99.39% | 99.39% |
12/07/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,466 CHF | 157,966 CHF | 99.09% | 99.09% |
11/07/2024 | 0.33% | 3.13 CHF | 3.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,299 CHF | 150,799 CHF | 84.98% | 84.98% |
10/07/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,621 CHF | 144,121 CHF | 95.46% | 95.46% |
09/07/2024 | 0.35% | 2.74 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,429 CHF | 142,929 CHF | 99.04% | 99.04% |
08/07/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,997 CHF | 147,497 CHF | 99.24% | 99.24% |
05/07/2024 | 0.35% | 2.93 CHF | 2.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,941 CHF | 144,441 CHF | 99.39% | 99.39% |
04/07/2024 | 0.38% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 131,037 CHF | 131,537 CHF | 99.39% | 99.39% |
03/07/2024 | 0.45% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,149 CHF | 111,649 CHF | 98.64% | 98.64% |
02/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,265 CHF | 107,765 CHF | 99.07% | 99.07% |