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 | 0.48% | 2.06 CHF | 2.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,175 CHF | 103,675 CHF | 99.39% | 99.39% |
12/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,379 CHF | 104,879 CHF | 99.09% | 99.09% |
11/07/2024 | 0.47% | 2.09 CHF | 2.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 105,544 CHF | 106,044 CHF | 98.26% | 98.26% |
10/07/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 103,282 CHF | 103,782 CHF | 95.48% | 95.48% |
09/07/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 111,281 CHF | 111,781 CHF | 99.06% | 99.06% |
08/07/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 110,614 CHF | 111,114 CHF | 99.22% | 99.22% |
05/07/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,899 CHF | 113,399 CHF | 99.39% | 99.39% |
04/07/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,154 CHF | 118,654 CHF | 99.38% | 99.38% |
03/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,795 CHF | 118,295 CHF | 98.63% | 98.63% |
02/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,635 CHF | 123,135 CHF | 99.07% | 99.07% |