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 | 0.70% | 3.39 CHF | 3.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,910 CHF | 172,115 CHF | 89.57% | 89.57% |
12/07/2024 | 0.68% | 3.40 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,576 CHF | 170,742 CHF | 99.01% | 99.01% |
11/07/2024 | 0.71% | 3.34 CHF | 3.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,311 CHF | 167,492 CHF | 99.09% | 99.09% |
10/07/2024 | 0.74% | 3.25 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,635 CHF | 160,817 CHF | 99.38% | 99.38% |
09/07/2024 | 0.76% | 3.12 CHF | 3.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,811 CHF | 157,001 CHF | 99.81% | 99.81% |
08/07/2024 | 0.73% | 3.20 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,296 CHF | 161,470 CHF | 98.30% | 98.30% |
05/07/2024 | 0.73% | 3.17 CHF | 3.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,543 CHF | 160,704 CHF | 98.90% | 98.90% |
04/07/2024 | 0.73% | 3.22 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,836 CHF | 163,022 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 3.21 CHF | 3.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,444 CHF | 158,636 CHF | 99.11% | 99.11% |
02/07/2024 | 0.78% | 3.07 CHF | 3.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,036 CHF | 151,218 CHF | 100.00% | 100.00% |