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 | 0.60% | 3.29 CHF | 3.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,835 CHF | 170,862 CHF | 98.73% | 98.73% |
12/07/2024 | 0.60% | 3.44 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,518 CHF | 170,545 CHF | 99.38% | 99.38% |
11/07/2024 | 0.64% | 3.41 CHF | 3.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,324 CHF | 171,416 CHF | 99.07% | 99.07% |
10/07/2024 | 0.65% | 3.37 CHF | 3.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,148 CHF | 168,246 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 3.42 CHF | 3.44 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 171,406 CHF | 172,501 CHF | 100.00% | 100.00% |
08/07/2024 | 0.65% | 3.30 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,961 CHF | 166,034 CHF | 100.00% | 100.00% |
05/07/2024 | 0.67% | 3.23 CHF | 3.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,026 CHF | 165,123 CHF | 99.59% | 99.59% |
04/07/2024 | 0.65% | 3.32 CHF | 3.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 165,554 CHF | 166,638 CHF | 99.37% | 99.37% |
03/07/2024 | 0.65% | 3.32 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 164,276 CHF | 165,350 CHF | 99.73% | 99.73% |
02/07/2024 | 0.65% | 3.26 CHF | 3.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,298 CHF | 159,335 CHF | 100.00% | 100.00% |