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 | 0.60% | 3.46 CHF | 3.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 178,672 CHF | 179,746 CHF | 98.73% | 98.73% |
12/07/2024 | 0.59% | 3.61 CHF | 3.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 178,343 CHF | 179,405 CHF | 99.38% | 99.38% |
11/07/2024 | 0.62% | 3.59 CHF | 3.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 179,157 CHF | 180,267 CHF | 99.13% | 99.13% |
10/07/2024 | 0.63% | 3.54 CHF | 3.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,010 CHF | 177,116 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 3.60 CHF | 3.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,258 CHF | 181,284 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 3.48 CHF | 3.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,834 CHF | 174,858 CHF | 100.00% | 100.00% |
05/07/2024 | 0.62% | 3.41 CHF | 3.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 172,856 CHF | 173,924 CHF | 99.62% | 99.62% |
04/07/2024 | 0.64% | 3.50 CHF | 3.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,321 CHF | 175,432 CHF | 99.38% | 99.38% |
03/07/2024 | 0.60% | 3.50 CHF | 3.52 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,130 CHF | 174,170 CHF | 99.73% | 99.73% |
02/07/2024 | 0.64% | 3.43 CHF | 3.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,123 CHF | 168,191 CHF | 99.61% | 99.61% |