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 | 0.66% | 3.01 CHF | 3.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,247 CHF | 157,274 CHF | 98.73% | 98.73% |
12/07/2024 | 0.66% | 3.16 CHF | 3.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,905 CHF | 156,932 CHF | 99.38% | 99.38% |
11/07/2024 | 0.70% | 3.14 CHF | 3.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 156,730 CHF | 157,828 CHF | 99.13% | 99.13% |
10/07/2024 | 0.71% | 3.09 CHF | 3.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 153,548 CHF | 154,648 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 3.15 CHF | 3.17 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 157,784 CHF | 158,906 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 3.03 CHF | 3.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,358 CHF | 152,461 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 2.96 CHF | 2.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,424 CHF | 151,528 CHF | 99.58% | 99.58% |
04/07/2024 | 0.71% | 3.05 CHF | 3.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 151,932 CHF | 153,012 CHF | 99.38% | 99.38% |
03/07/2024 | 0.73% | 3.05 CHF | 3.07 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,670 CHF | 151,776 CHF | 99.73% | 99.73% |
02/07/2024 | 0.76% | 2.98 CHF | 3.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,699 CHF | 145,798 CHF | 100.00% | 100.00% |