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 | 0.47% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,307 CHF | 106,807 CHF | 100.00% | 100.00% |
12/07/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,538 CHF | 106,038 CHF | 98.99% | 98.99% |
11/07/2024 | 0.49% | 2.10 CHF | 2.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,569 CHF | 102,069 CHF | 99.85% | 99.85% |
10/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,927 CHF | 96,427 CHF | 99.84% | 99.84% |
09/07/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,647 CHF | 97,147 CHF | 100.00% | 100.00% |
08/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,828 CHF | 97,328 CHF | 100.00% | 100.00% |
05/07/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,319 CHF | 99,819 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,898 CHF | 98,398 CHF | 100.00% | 100.00% |
03/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 96,317 CHF | 96,817 CHF | 99.24% | 99.24% |
02/07/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 90,872 CHF | 91,372 CHF | 99.97% | 99.97% |