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 | 1.12% | 2.72 CHF | 2.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,128 CHF | 142,718 CHF | 98.52% | 98.52% |
12/07/2024 | 1.12% | 2.86 CHF | 2.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,865 CHF | 142,450 CHF | 94.00% | 94.00% |
11/07/2024 | 1.11% | 2.83 CHF | 2.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 141,710 CHF | 143,290 CHF | 85.98% | 85.98% |
10/07/2024 | 1.13% | 2.80 CHF | 2.83 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 138,806 CHF | 140,381 CHF | 90.92% | 90.92% |
09/07/2024 | 1.11% | 2.85 CHF | 2.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 142,786 CHF | 144,383 CHF | 98.72% | 98.72% |
08/07/2024 | 1.13% | 2.74 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,825 CHF | 138,381 CHF | 99.73% | 99.73% |
05/07/2024 | 1.15% | 2.67 CHF | 2.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,875 CHF | 137,444 CHF | 99.23% | 99.23% |
04/07/2024 | 1.16% | 2.76 CHF | 2.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 137,261 CHF | 138,860 CHF | 98.35% | 98.35% |
03/07/2024 | 1.15% | 2.75 CHF | 2.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 136,165 CHF | 137,736 CHF | 99.73% | 99.73% |
02/07/2024 | 1.19% | 2.69 CHF | 2.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 130,665 CHF | 132,228 CHF | 97.97% | 97.97% |