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 | 0.42% | 2.34 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,684 CHF | 120,184 CHF | 100.00% | 100.00% |
12/07/2024 | 0.43% | 2.39 CHF | 2.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,930 CHF | 115,430 CHF | 99.69% | 99.69% |
11/07/2024 | 0.42% | 2.32 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 119,679 CHF | 120,179 CHF | 99.23% | 99.23% |
10/07/2024 | 0.44% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,652 CHF | 115,152 CHF | 96.10% | 96.10% |
09/07/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,278 CHF | 116,778 CHF | 99.67% | 99.67% |
08/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,054 CHF | 118,554 CHF | 99.85% | 99.85% |
05/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,912 CHF | 117,412 CHF | 100.00% | 100.00% |
04/07/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 115,188 CHF | 115,688 CHF | 100.00% | 100.00% |
03/07/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,567 CHF | 115,067 CHF | 99.23% | 99.23% |
02/07/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,890 CHF | 107,390 CHF | 99.68% | 99.68% |