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 | 0.70% | 3.05 CHF | 3.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,032 CHF | 159,145 CHF | 98.73% | 98.73% |
12/07/2024 | 0.68% | 3.20 CHF | 3.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,737 CHF | 158,820 CHF | 99.38% | 99.38% |
11/07/2024 | 0.70% | 3.17 CHF | 3.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,502 CHF | 159,615 CHF | 98.77% | 98.77% |
10/07/2024 | 0.67% | 3.12 CHF | 3.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,399 CHF | 156,438 CHF | 100.00% | 100.00% |
09/07/2024 | 0.68% | 3.18 CHF | 3.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 159,607 CHF | 160,701 CHF | 99.99% | 99.99% |
08/07/2024 | 0.66% | 3.07 CHF | 3.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,251 CHF | 154,267 CHF | 100.00% | 100.00% |
05/07/2024 | 0.70% | 2.99 CHF | 3.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,245 CHF | 153,321 CHF | 99.62% | 99.62% |
04/07/2024 | 0.70% | 3.09 CHF | 3.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,738 CHF | 154,821 CHF | 99.38% | 99.38% |
03/07/2024 | 0.68% | 3.08 CHF | 3.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 152,532 CHF | 153,570 CHF | 99.73% | 99.73% |
02/07/2024 | 0.72% | 3.02 CHF | 3.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 146,525 CHF | 147,585 CHF | 99.83% | 99.83% |