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 | 0.65% | 3.25 CHF | 3.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,274 CHF | 169,363 CHF | 98.73% | 98.73% |
12/07/2024 | 0.66% | 3.40 CHF | 3.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,932 CHF | 169,045 CHF | 99.38% | 99.38% |
11/07/2024 | 0.61% | 3.38 CHF | 3.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,828 CHF | 169,859 CHF | 99.15% | 99.15% |
10/07/2024 | 0.66% | 3.34 CHF | 3.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,648 CHF | 166,746 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 3.39 CHF | 3.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,907 CHF | 170,971 CHF | 99.82% | 99.82% |
08/07/2024 | 0.65% | 3.27 CHF | 3.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,461 CHF | 164,534 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 3.20 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,526 CHF | 163,559 CHF | 99.61% | 99.61% |
04/07/2024 | 0.68% | 3.29 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,012 CHF | 165,138 CHF | 99.37% | 99.37% |
03/07/2024 | 0.66% | 3.29 CHF | 3.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,776 CHF | 163,850 CHF | 99.73% | 99.73% |
02/07/2024 | 0.66% | 3.23 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,798 CHF | 157,835 CHF | 100.00% | 100.00% |