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% | 3.68 CHF | 3.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,427 CHF | 190,532 CHF | 98.73% | 98.73% |
12/07/2024 | 0.54% | 3.83 CHF | 3.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,123 CHF | 190,155 CHF | 99.38% | 99.38% |
11/07/2024 | 0.57% | 3.80 CHF | 3.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,904 CHF | 190,997 CHF | 98.47% | 98.47% |
10/07/2024 | 0.59% | 3.76 CHF | 3.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 186,746 CHF | 187,848 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 3.81 CHF | 3.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 191,001 CHF | 192,072 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 3.69 CHF | 3.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,571 CHF | 185,654 CHF | 100.00% | 100.00% |
05/07/2024 | 0.56% | 3.62 CHF | 3.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,622 CHF | 184,647 CHF | 99.62% | 99.62% |
04/07/2024 | 0.58% | 3.72 CHF | 3.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 185,138 CHF | 186,222 CHF | 99.37% | 99.37% |
03/07/2024 | 0.59% | 3.71 CHF | 3.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,850 CHF | 184,939 CHF | 99.73% | 99.73% |
02/07/2024 | 0.62% | 3.65 CHF | 3.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 177,835 CHF | 178,941 CHF | 100.00% | 100.00% |