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 | 0.36% | 2.83 CHF | 2.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,324 CHF | 139,824 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,858 CHF | 133,358 CHF | 99.67% | 99.67% |
11/07/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,091 CHF | 140,591 CHF | 99.29% | 99.29% |
10/07/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,413 CHF | 146,913 CHF | 96.09% | 96.09% |
09/07/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,205 CHF | 146,705 CHF | 99.67% | 99.67% |
08/07/2024 | 0.36% | 2.89 CHF | 2.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,756 CHF | 139,256 CHF | 99.85% | 99.85% |
05/07/2024 | 0.38% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,667 CHF | 133,167 CHF | 100.00% | 100.00% |
04/07/2024 | 0.37% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,755 CHF | 134,255 CHF | 100.00% | 100.00% |
03/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,704 CHF | 134,204 CHF | 99.25% | 99.25% |
02/07/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,792 CHF | 139,292 CHF | 99.66% | 99.66% |