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 | 0.59% | 3.61 CHF | 3.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 185,835 CHF | 186,927 CHF | 98.73% | 98.73% |
12/07/2024 | 0.59% | 3.76 CHF | 3.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 185,518 CHF | 186,623 CHF | 99.38% | 99.38% |
11/07/2024 | 0.57% | 3.73 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 186,356 CHF | 187,418 CHF | 99.15% | 99.15% |
10/07/2024 | 0.56% | 3.69 CHF | 3.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,217 CHF | 184,246 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 3.74 CHF | 3.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,470 CHF | 188,501 CHF | 99.97% | 99.97% |
08/07/2024 | 0.57% | 3.62 CHF | 3.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,034 CHF | 182,071 CHF | 100.00% | 100.00% |
05/07/2024 | 0.61% | 3.55 CHF | 3.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,026 CHF | 181,123 CHF | 99.59% | 99.59% |
04/07/2024 | 0.60% | 3.64 CHF | 3.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,554 CHF | 182,638 CHF | 99.37% | 99.37% |
03/07/2024 | 0.61% | 3.64 CHF | 3.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 180,276 CHF | 181,388 CHF | 99.73% | 99.73% |
02/07/2024 | 0.63% | 3.58 CHF | 3.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 174,297 CHF | 175,396 CHF | 99.99% | 99.99% |