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 | 0.38% | 2.68 CHF | 2.69 CHF | 50,000 | 50,000 | 49,167 | 49,167 | 130,525 CHF | 131,018 CHF | 100.00% | 100.00% |
12/07/2024 | 0.39% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 48,726 | 48,726 | 127,887 CHF | 128,376 CHF | 99.99% | 99.99% |
11/07/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 47,646 | 47,646 | 126,250 CHF | 126,729 CHF | 99.74% | 99.74% |
10/07/2024 | 0.40% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 48,102 | 48,102 | 126,085 CHF | 126,568 CHF | 100.00% | 100.00% |
09/07/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 47,910 | 47,910 | 124,871 CHF | 125,354 CHF | 99.99% | 99.99% |
08/07/2024 | 0.38% | 2.66 CHF | 2.67 CHF | 50,000 | 50,000 | 48,763 | 48,763 | 132,497 CHF | 132,987 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 2.63 CHF | 2.65 CHF | 25,000 | 25,000 | 47,013 | 47,013 | 125,315 CHF | 125,800 CHF | 99.95% | 99.95% |
04/07/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 49,115 | 49,115 | 129,186 CHF | 129,678 CHF | 100.00% | 100.00% |
03/07/2024 | 0.42% | 2.53 CHF | 2.54 CHF | 50,000 | 50,000 | 47,369 | 47,369 | 120,344 CHF | 120,821 CHF | 100.00% | 100.00% |
02/07/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 48,766 | 48,766 | 117,552 CHF | 118,041 CHF | 99.98% | 99.98% |