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 | 0.67% | 3.16 CHF | 3.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,458 CHF | 164,561 CHF | 98.73% | 98.73% |
12/07/2024 | 0.68% | 3.31 CHF | 3.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,155 CHF | 164,265 CHF | 99.38% | 99.38% |
11/07/2024 | 0.66% | 3.28 CHF | 3.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 163,952 CHF | 165,042 CHF | 99.15% | 99.15% |
10/07/2024 | 0.67% | 3.24 CHF | 3.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 160,812 CHF | 161,900 CHF | 100.00% | 100.00% |
09/07/2024 | 0.66% | 3.29 CHF | 3.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,072 CHF | 166,171 CHF | 100.00% | 100.00% |
08/07/2024 | 0.67% | 3.17 CHF | 3.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,686 CHF | 159,751 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 3.10 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,646 CHF | 158,743 CHF | 99.47% | 99.47% |
04/07/2024 | 0.67% | 3.20 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,222 CHF | 160,298 CHF | 99.38% | 99.38% |
03/07/2024 | 0.69% | 3.19 CHF | 3.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,939 CHF | 159,032 CHF | 99.73% | 99.73% |
02/07/2024 | 0.71% | 3.13 CHF | 3.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,934 CHF | 153,021 CHF | 99.61% | 99.61% |