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 | 0.49% | 2.01 CHF | 2.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,675 CHF | 102,175 CHF | 99.72% | 99.72% |
12/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,551 CHF | 104,051 CHF | 99.01% | 99.01% |
11/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,670 CHF | 105,170 CHF | 99.09% | 99.09% |
10/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,057 CHF | 103,557 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,801 CHF | 105,345 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,263 CHF | 106,763 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 101,664 CHF | 102,248 CHF | 98.86% | 98.86% |
04/07/2024 | 0.53% | 1.96 CHF | 1.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 99,476 CHF | 100,002 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 98,683 CHF | 99,183 CHF | 99.82% | 99.82% |
02/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 97,724 CHF | 98,224 CHF | 100.00% | 100.00% |