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 | 0.62% | 3.40 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,363 CHF | 176,458 CHF | 98.73% | 98.73% |
12/07/2024 | 0.61% | 3.55 CHF | 3.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,045 CHF | 176,123 CHF | 99.38% | 99.38% |
11/07/2024 | 0.62% | 3.52 CHF | 3.54 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,856 CHF | 176,951 CHF | 99.11% | 99.11% |
10/07/2024 | 0.63% | 3.48 CHF | 3.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,717 CHF | 173,812 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 3.53 CHF | 3.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,970 CHF | 178,072 CHF | 100.00% | 100.00% |
08/07/2024 | 0.61% | 3.41 CHF | 3.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,534 CHF | 171,571 CHF | 100.00% | 100.00% |
05/07/2024 | 0.64% | 3.34 CHF | 3.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,558 CHF | 170,647 CHF | 99.59% | 99.59% |
04/07/2024 | 0.65% | 3.43 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,054 CHF | 172,165 CHF | 99.38% | 99.38% |
03/07/2024 | 0.61% | 3.43 CHF | 3.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,850 CHF | 170,888 CHF | 99.73% | 99.73% |
02/07/2024 | 0.65% | 3.37 CHF | 3.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,833 CHF | 164,897 CHF | 99.99% | 99.99% |