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 | 0.63% | 3.12 CHF | 3.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,532 CHF | 162,561 CHF | 98.73% | 98.73% |
12/07/2024 | 0.69% | 3.27 CHF | 3.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,155 CHF | 162,265 CHF | 99.38% | 99.38% |
11/07/2024 | 0.69% | 3.24 CHF | 3.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,002 CHF | 163,116 CHF | 98.78% | 98.78% |
10/07/2024 | 0.68% | 3.20 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,847 CHF | 159,938 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 3.25 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,107 CHF | 164,201 CHF | 99.99% | 99.99% |
08/07/2024 | 0.68% | 3.13 CHF | 3.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,686 CHF | 157,753 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 3.06 CHF | 3.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,710 CHF | 156,821 CHF | 99.62% | 99.62% |
04/07/2024 | 0.67% | 3.16 CHF | 3.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,238 CHF | 158,298 CHF | 99.37% | 99.37% |
03/07/2024 | 0.68% | 3.15 CHF | 3.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,961 CHF | 157,032 CHF | 99.73% | 99.73% |
02/07/2024 | 0.73% | 3.09 CHF | 3.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,995 CHF | 151,090 CHF | 99.88% | 99.88% |