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 | 0.54% | 3.27 CHF | 3.29 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,229 CHF | 166,124 CHF | 98.07% | 98.07% |
12/07/2024 | 0.53% | 3.25 CHF | 3.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,425 CHF | 162,284 CHF | 98.94% | 98.94% |
11/07/2024 | 0.47% | 3.24 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,770 CHF | 164,548 CHF | 96.84% | 96.84% |
10/07/2024 | 0.56% | 3.22 CHF | 3.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,092 CHF | 159,991 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 3.24 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,037 CHF | 162,972 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 3.20 CHF | 3.21 CHF | 75,000 | 75,000 | 74,561 | 74,561 | 231,052 CHF | 232,383 CHF | 99.81% | 99.81% |
05/07/2024 | 0.85% | 2.90 CHF | 2.93 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,612 CHF | 74,240 CHF | 99.52% | 99.52% |
04/07/2024 | 0.87% | 2.95 CHF | 2.97 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 109,753 CHF | 110,709 CHF | 100.00% | 100.00% |
03/07/2024 | 0.96% | 2.85 CHF | 2.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 71,359 CHF | 72,044 CHF | 99.72% | 99.72% |
02/07/2024 | 0.81% | 2.97 CHF | 3.00 CHF | 25,000 | 25,000 | 29,094 | 29,094 | 85,188 CHF | 85,839 CHF | 90.66% | 90.66% |