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 | 0.41% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,405 CHF | 120,905 CHF | 99.39% | 99.39% |
12/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,588 CHF | 122,088 CHF | 99.09% | 99.09% |
11/07/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,697 CHF | 123,197 CHF | 85.73% | 85.73% |
10/07/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 120,392 CHF | 120,892 CHF | 95.50% | 95.50% |
09/07/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,390 CHF | 128,890 CHF | 99.05% | 99.05% |
08/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 127,667 CHF | 128,167 CHF | 99.23% | 99.23% |
05/07/2024 | 0.38% | 2.60 CHF | 2.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 129,963 CHF | 130,463 CHF | 99.39% | 99.39% |
04/07/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,214 CHF | 135,714 CHF | 99.38% | 99.38% |
03/07/2024 | 0.37% | 2.72 CHF | 2.73 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,832 CHF | 135,332 CHF | 98.63% | 98.63% |
02/07/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 139,628 CHF | 140,128 CHF | 99.07% | 99.07% |