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 | 0.64% | 3.36 CHF | 3.38 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,427 CHF | 174,532 CHF | 98.73% | 98.73% |
12/07/2024 | 0.59% | 3.51 CHF | 3.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,123 CHF | 174,155 CHF | 99.38% | 99.38% |
11/07/2024 | 0.63% | 3.48 CHF | 3.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 173,904 CHF | 175,003 CHF | 98.50% | 98.50% |
10/07/2024 | 0.64% | 3.44 CHF | 3.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 170,746 CHF | 171,848 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 3.49 CHF | 3.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 175,001 CHF | 176,107 CHF | 100.00% | 100.00% |
08/07/2024 | 0.64% | 3.37 CHF | 3.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,571 CHF | 169,654 CHF | 100.00% | 100.00% |
05/07/2024 | 0.65% | 3.30 CHF | 3.32 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,622 CHF | 168,710 CHF | 99.62% | 99.62% |
04/07/2024 | 0.62% | 3.40 CHF | 3.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 169,165 CHF | 170,222 CHF | 99.38% | 99.38% |
03/07/2024 | 0.62% | 3.39 CHF | 3.41 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,888 CHF | 168,939 CHF | 99.73% | 99.73% |
02/07/2024 | 0.64% | 3.33 CHF | 3.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 161,896 CHF | 162,941 CHF | 99.99% | 99.99% |