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 | 0.68% | 3.68 CHF | 3.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,492 CHF | 188,770 CHF | 95.75% | 95.75% |
12/07/2024 | 0.70% | 3.71 CHF | 3.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,107 CHF | 181,366 CHF | 93.56% | 93.56% |
11/07/2024 | 0.71% | 3.54 CHF | 3.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,319 CHF | 176,576 CHF | 99.03% | 99.03% |
10/07/2024 | 0.74% | 3.45 CHF | 3.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,709 CHF | 169,959 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 3.37 CHF | 3.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,125 CHF | 172,375 CHF | 99.98% | 99.98% |
08/07/2024 | 0.73% | 3.42 CHF | 3.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,008 CHF | 171,258 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 3.36 CHF | 3.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,666 CHF | 174,928 CHF | 98.85% | 98.85% |
04/07/2024 | 0.72% | 3.49 CHF | 3.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,779 CHF | 175,029 CHF | 99.47% | 99.47% |
03/07/2024 | 0.73% | 3.45 CHF | 3.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,547 CHF | 172,797 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 3.34 CHF | 3.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,676 CHF | 166,936 CHF | 99.94% | 99.94% |