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 | 0.66% | 3.20 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,335 CHF | 166,427 CHF | 98.73% | 98.73% |
12/07/2024 | 0.67% | 3.35 CHF | 3.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,018 CHF | 166,123 CHF | 99.38% | 99.38% |
11/07/2024 | 0.64% | 3.32 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,859 CHF | 166,918 CHF | 99.15% | 99.15% |
10/07/2024 | 0.67% | 3.28 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,717 CHF | 163,812 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 3.33 CHF | 3.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,970 CHF | 168,001 CHF | 99.97% | 99.97% |
08/07/2024 | 0.64% | 3.21 CHF | 3.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,534 CHF | 161,571 CHF | 100.00% | 100.00% |
05/07/2024 | 0.67% | 3.14 CHF | 3.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,557 CHF | 160,622 CHF | 99.62% | 99.62% |
04/07/2024 | 0.69% | 3.23 CHF | 3.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,054 CHF | 162,165 CHF | 99.37% | 99.37% |
03/07/2024 | 0.65% | 3.23 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,850 CHF | 160,888 CHF | 99.73% | 99.73% |
02/07/2024 | 0.69% | 3.17 CHF | 3.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,834 CHF | 154,896 CHF | 99.98% | 99.98% |