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 | 0.58% | 3.43 CHF | 3.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,145 CHF | 178,172 CHF | 98.73% | 98.73% |
12/07/2024 | 0.58% | 3.58 CHF | 3.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,820 CHF | 177,845 CHF | 99.38% | 99.38% |
11/07/2024 | 0.62% | 3.55 CHF | 3.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,619 CHF | 178,728 CHF | 99.05% | 99.05% |
10/07/2024 | 0.63% | 3.51 CHF | 3.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,438 CHF | 175,548 CHF | 100.00% | 100.00% |
09/07/2024 | 0.60% | 3.56 CHF | 3.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 178,701 CHF | 179,784 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 3.45 CHF | 3.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,334 CHF | 173,358 CHF | 100.00% | 100.00% |
05/07/2024 | 0.64% | 3.38 CHF | 3.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,321 CHF | 172,424 CHF | 99.62% | 99.62% |
04/07/2024 | 0.62% | 3.47 CHF | 3.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,822 CHF | 173,898 CHF | 99.38% | 99.38% |
03/07/2024 | 0.64% | 3.46 CHF | 3.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,570 CHF | 172,670 CHF | 99.73% | 99.73% |
02/07/2024 | 0.67% | 3.40 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,589 CHF | 166,699 CHF | 99.98% | 99.98% |