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 | 0.34% | 2.94 CHF | 2.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,380 CHF | 147,880 CHF | 99.39% | 99.39% |
12/07/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 148,550 CHF | 149,050 CHF | 99.09% | 99.09% |
11/07/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,618 CHF | 150,118 CHF | 98.25% | 98.25% |
10/07/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 147,262 CHF | 147,762 CHF | 95.49% | 95.49% |
09/07/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,234 CHF | 155,734 CHF | 99.05% | 99.05% |
08/07/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 154,529 CHF | 155,029 CHF | 99.22% | 99.22% |
05/07/2024 | 0.32% | 3.13 CHF | 3.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,853 CHF | 157,353 CHF | 99.38% | 99.38% |
04/07/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 162,115 CHF | 162,615 CHF | 99.38% | 99.38% |
03/07/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,734 CHF | 162,234 CHF | 98.63% | 98.63% |
02/07/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 166,446 CHF | 166,946 CHF | 99.05% | 99.05% |