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 | 0.66% | 3.21 CHF | 3.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,172 CHF | 167,274 CHF | 98.73% | 98.73% |
12/07/2024 | 0.65% | 3.36 CHF | 3.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,843 CHF | 166,932 CHF | 99.38% | 99.38% |
11/07/2024 | 0.66% | 3.34 CHF | 3.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,729 CHF | 167,828 CHF | 99.14% | 99.14% |
10/07/2024 | 0.67% | 3.29 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,548 CHF | 164,650 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 3.35 CHF | 3.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,784 CHF | 168,907 CHF | 99.99% | 99.99% |
08/07/2024 | 0.63% | 3.23 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,435 CHF | 162,461 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 3.16 CHF | 3.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,427 CHF | 161,530 CHF | 99.23% | 99.23% |
04/07/2024 | 0.66% | 3.25 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,932 CHF | 163,012 CHF | 99.37% | 99.37% |
03/07/2024 | 0.69% | 3.25 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,670 CHF | 161,776 CHF | 99.73% | 99.73% |
02/07/2024 | 0.71% | 3.18 CHF | 3.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,697 CHF | 155,798 CHF | 99.99% | 99.99% |