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 | 0.29% | 3.41 CHF | 3.42 CHF | 50,000 | 50,000 | 49,029 | 49,029 | 169,772 CHF | 170,262 CHF | 99.99% | 99.99% |
12/07/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 49,000 | 49,000 | 49,000 | 49,000 | 169,561 CHF | 170,051 CHF | 100.00% | 100.00% |
11/07/2024 | 0.30% | 3.44 CHF | 3.45 CHF | 49,000 | 49,000 | 49,839 | 49,839 | 167,313 CHF | 167,812 CHF | 99.99% | 99.99% |
10/07/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 50,000 | 50,000 | 50,097 | 50,097 | 164,630 CHF | 165,131 CHF | 100.00% | 100.00% |
09/07/2024 | 0.29% | 3.36 CHF | 3.37 CHF | 50,000 | 50,000 | 49,524 | 49,524 | 168,613 CHF | 169,108 CHF | 99.73% | 99.73% |
08/07/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 50,000 | 50,000 | 49,672 | 49,672 | 168,795 CHF | 169,291 CHF | 99.28% | 99.28% |
05/07/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 50,000 | 50,000 | 49,941 | 49,941 | 168,727 CHF | 169,227 CHF | 100.00% | 100.00% |
04/07/2024 | 0.30% | 3.42 CHF | 3.43 CHF | 49,000 | 49,000 | 49,994 | 49,994 | 168,795 CHF | 169,295 CHF | 99.62% | 99.62% |
03/07/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 50,000 | 50,000 | 49,706 | 49,706 | 167,618 CHF | 168,115 CHF | 100.00% | 100.00% |
02/07/2024 | 0.31% | 3.34 CHF | 3.35 CHF | 50,000 | 50,000 | 50,353 | 50,353 | 164,850 CHF | 165,353 CHF | 99.99% | 99.99% |