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 | 0.57% | 3.76 CHF | 3.78 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,459 CHF | 194,562 CHF | 98.70% | 98.70% |
12/07/2024 | 0.57% | 3.91 CHF | 3.93 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,155 CHF | 194,265 CHF | 99.38% | 99.38% |
11/07/2024 | 0.56% | 3.88 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,952 CHF | 195,042 CHF | 98.73% | 98.73% |
10/07/2024 | 0.57% | 3.84 CHF | 3.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 190,812 CHF | 191,900 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 3.89 CHF | 3.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 195,072 CHF | 196,171 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 3.77 CHF | 3.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 188,654 CHF | 189,751 CHF | 100.00% | 100.00% |
05/07/2024 | 0.58% | 3.70 CHF | 3.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,647 CHF | 188,745 CHF | 99.62% | 99.62% |
04/07/2024 | 0.57% | 3.80 CHF | 3.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,165 CHF | 190,238 CHF | 99.38% | 99.38% |
03/07/2024 | 0.54% | 3.79 CHF | 3.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 187,939 CHF | 188,961 CHF | 99.73% | 99.73% |
02/07/2024 | 0.58% | 3.73 CHF | 3.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 181,941 CHF | 182,998 CHF | 100.00% | 100.00% |