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 | 0.26% | 3.81 CHF | 3.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 193,432 CHF | 193,932 CHF | 99.39% | 99.39% |
12/07/2024 | 0.26% | 3.73 CHF | 3.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 192,130 CHF | 192,630 CHF | 99.06% | 99.06% |
11/07/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 188,105 CHF | 188,605 CHF | 98.73% | 98.73% |
10/07/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 50,000 | 50,000 | 40,043 | 40,047 | 145,665 CHF | 146,080 CHF | 95.45% | 95.45% |
09/07/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 89,741 CHF | 89,991 CHF | 99.03% | 99.03% |
08/07/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 87,462 CHF | 87,712 CHF | 99.24% | 99.24% |
05/07/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 88,805 CHF | 89,055 CHF | 99.39% | 99.39% |
04/07/2024 | 0.27% | 3.60 CHF | 3.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 90,976 CHF | 91,226 CHF | 99.39% | 99.39% |
03/07/2024 | 0.27% | 3.63 CHF | 3.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 92,527 CHF | 92,777 CHF | 98.64% | 98.64% |
02/07/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 96,192 CHF | 96,442 CHF | 99.05% | 99.05% |