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 | 0.53% | 3.88 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,363 CHF | 200,427 CHF | 98.73% | 98.73% |
12/07/2024 | 0.55% | 4.03 CHF | 4.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,018 CHF | 200,123 CHF | 99.38% | 99.38% |
11/07/2024 | 0.53% | 4.00 CHF | 4.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 199,859 CHF | 200,918 CHF | 99.14% | 99.14% |
10/07/2024 | 0.52% | 3.96 CHF | 3.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 196,717 CHF | 197,746 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 4.01 CHF | 4.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 200,907 CHF | 202,001 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 3.89 CHF | 3.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 194,534 CHF | 195,571 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 3.82 CHF | 3.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,526 CHF | 194,622 CHF | 99.62% | 99.62% |
04/07/2024 | 0.55% | 3.91 CHF | 3.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 195,054 CHF | 196,138 CHF | 99.37% | 99.37% |
03/07/2024 | 0.55% | 3.91 CHF | 3.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,776 CHF | 194,850 CHF | 99.73% | 99.73% |
02/07/2024 | 0.55% | 3.85 CHF | 3.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,798 CHF | 188,834 CHF | 100.00% | 100.00% |